-39.8%
BABA vs TAP
+0.6%
-40.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | -13.8% | +1.3% | -15.0% | -14.0% |
| 30D | -15.1% | +5.7% | -20.8% | -16.2% |
| 3M | -22.7% | -1.9% | -20.8% | -22.6% |
| 6M | -34.7% | +0.9% | -35.6% | -35.1% |
| YTD | -35.0% | -9.5% | -25.5% | -34.1% |
| 1Y | -40.4% | -9.0% | -31.5% | -39.7% |
| 3Y | +21.9% | -22.2% | +44.2% | +26.6% |
| All | -39.8% | +0.6% | -40.4% | -48.5% |
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 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