+16.7%
BABA vs TWLO
+298.6%
-281.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -2.2% | +0.2% | -2.3% | -2.3% |
| 30D | -17.3% | -9.1% | -8.2% | -15.9% |
| 3M | -7.8% | +11.0% | -18.8% | -10.8% |
| 6M | -16.8% | +79.4% | -96.1% | -28.8% |
| YTD | -24.7% | +59.7% | -84.4% | -34.3% |
| 1Y | -24.9% | +112.3% | -137.3% | -39.2% |
| 3Y | +29.1% | +247.0% | -217.9% | -11.3% |
| 5Y | -30.5% | -35.6% | +5.1% | -36.3% |
| 10Y | +16.7% | +305.7% | -289.0% | -34.0% |
| All | +16.7% | +298.6% | -281.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling