-35.9%
BABA vs TAP
-10.2%
-25.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | +3.8% | -7.8% | +11.6% | +4.3% |
| 30D | -5.4% | +7.1% | -12.5% | -5.6% |
| 3M | -17.9% | -7.0% | -10.9% | -17.3% |
| 6M | -24.1% | -3.8% | -20.3% | -23.6% |
| YTD | -27.4% | -11.7% | -15.7% | -27.6% |
| All | -35.9% | -10.2% | -25.7% | -36.5% |
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