+33.7%
BABA vs BTSG
+493.4%
-459.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -13.8% | +6.0% | -19.8% | -14.3% |
| 30D | -15.1% | +12.4% | -27.5% | -16.2% |
| 3M | -22.7% | +18.2% | -41.0% | -24.2% |
| 6M | -34.7% | +26.0% | -60.7% | -37.4% |
| YTD | -35.0% | +90.1% | -125.2% | -41.4% |
| 1Y | -40.4% | +124.3% | -164.7% | -47.3% |
| All | +33.7% | +493.4% | -459.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling