+55.1%
BABA vs BTSG
+459.6%
-404.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | +11.6% | +0.4% | +11.2% | +11.5% |
| 30D | +2.3% | +5.3% | -3.0% | +1.6% |
| 3M | -13.7% | +10.8% | -24.5% | -14.8% |
| 6M | -21.9% | +27.3% | -49.2% | -25.5% |
| YTD | -24.6% | +79.3% | -104.0% | -31.6% |
| 1Y | -34.1% | +106.0% | -140.1% | -41.3% |
| All | +55.1% | +459.6% | -404.5% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling