-28.3%
BABA vs TAP
+2.0%
-30.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.2% |
| 7D | +11.6% | +0.5% | +11.1% | +11.4% |
| 30D | +2.3% | +9.1% | -6.9% | +0.2% |
| 3M | -13.7% | -3.8% | -9.9% | -13.2% |
| 6M | -21.9% | -3.4% | -18.5% | -21.7% |
| YTD | -24.6% | -10.6% | -14.0% | -23.3% |
| 1Y | -34.1% | -4.4% | -29.7% | -34.2% |
| 3Y | +36.3% | -24.4% | +60.6% | +42.6% |
| All | -28.3% | +2.0% | -30.2% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling