-19.5%
BABA vs TWLO
+106.8%
-126.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.3% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | -12.3% | -6.4% | -5.9% | -12.0% |
| 3M | -5.3% | +6.3% | -11.6% | -6.0% |
| 6M | -13.1% | +76.4% | -89.5% | -16.7% |
| YTD | -22.4% | +58.8% | -81.2% | -26.1% |
| 1Y | -19.5% | +107.1% | -126.6% | -24.1% |
| All | -19.5% | +106.8% | -126.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling