+52.1%
BABA vs TWLO
+871.2%
-819.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.9% |
| 7D | -4.8% | -2.0% | -2.7% | -4.4% |
| 30D | -11.9% | +20.6% | -32.5% | -16.1% |
| 3M | -9.3% | -1.5% | -7.7% | -10.0% |
| 6M | -14.2% | +89.4% | -103.7% | -27.3% |
| YTD | -22.0% | +63.8% | -85.8% | -32.1% |
| 1Y | -12.7% | +119.7% | -132.4% | -29.5% |
| 3Y | +26.7% | +256.1% | -229.5% | -12.7% |
| 5Y | -29.3% | -36.6% | +7.2% | -35.0% |
| 10Y | +21.2% | +304.3% | -283.1% | -28.3% |
| All | +52.1% | +871.2% | -819.1% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling