-39.7%
BABA vs TAP
-13.1%
-26.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.7% | -7.0% |
| 7D | -12.7% | -6.3% | -6.4% | -12.3% |
| 30D | -14.9% | +2.7% | -17.6% | -14.9% |
| 3M | -24.6% | -3.7% | -20.9% | -24.3% |
| 6M | -29.3% | -2.0% | -27.3% | -29.0% |
| YTD | -35.0% | -12.3% | -22.7% | -35.2% |
| 1Y | -39.7% | -10.1% | -29.6% | -40.6% |
| All | -39.7% | -13.1% | -26.6% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling