+22.3%
BABA vs TAP
-25.8%
+48.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.0% |
| 7D | +8.6% | +7.7% | +0.9% | +7.0% |
| 30D | -1.1% | +14.4% | -15.5% | -3.8% |
| 3M | -15.9% | +2.0% | -18.0% | -16.5% |
| 6M | -17.5% | +2.5% | -20.0% | -18.3% |
| YTD | -25.6% | -6.4% | -19.2% | -25.2% |
| 1Y | -33.8% | -2.3% | -31.5% | -34.1% |
| 3Y | +34.6% | -20.3% | +54.9% | +38.4% |
| 5Y | -27.7% | +6.9% | -34.5% | -30.8% |
| 10Y | +17.7% | -46.3% | +64.0% | +24.6% |
| All | +22.3% | -25.8% | +48.1% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling