+15.8%
BABA vs TAP
-49.5%
+65.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | +3.8% | -7.8% | +11.6% | +5.3% |
| 30D | -5.4% | +7.1% | -12.5% | -6.7% |
| 3M | -17.9% | -7.0% | -10.9% | -17.0% |
| 6M | -24.1% | -3.8% | -20.3% | -23.9% |
| YTD | -27.4% | -11.7% | -15.7% | -26.3% |
| 1Y | -36.1% | -10.1% | -26.0% | -35.3% |
| 3Y | +35.4% | -23.7% | +59.1% | +40.0% |
| 5Y | -30.1% | +2.9% | -33.0% | -32.5% |
| 10Y | +15.8% | -49.5% | +65.3% | +23.1% |
| All | +15.8% | -49.5% | +65.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling