-36.3%
BABA vs BTSG
+116.3%
-152.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -3.6% | +4.0% | -7.6% | -3.7% |
| 30D | -8.4% | +15.3% | -23.6% | -9.1% |
| 3M | -20.6% | +25.4% | -46.0% | -21.8% |
| 6M | -25.4% | +31.9% | -57.2% | -30.3% |
| YTD | -30.1% | +93.9% | -124.0% | -40.6% |
| 1Y | -36.3% | +114.2% | -150.4% | -45.0% |
| All | -36.3% | +116.3% | -152.6% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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