+28.2%
BABA vs TAP
-28.8%
+57.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | -2.3% | -2.4% | -4.3% |
| 30D | -11.9% | -2.1% | -9.8% | -11.6% |
| 3M | -9.3% | +6.6% | -15.9% | -10.6% |
| 6M | -14.2% | -11.5% | -2.8% | -12.5% |
| YTD | -22.0% | -10.3% | -11.8% | -20.8% |
| 1Y | -12.7% | -14.4% | +1.7% | -10.7% |
| 3Y | +26.7% | -28.3% | +54.9% | +33.1% |
| 5Y | -29.3% | +1.7% | -31.0% | -31.7% |
| 10Y | +21.2% | -49.2% | +70.5% | +30.1% |
| All | +28.2% | -28.8% | +57.0% | +26.3% |
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