-35.9%
BABA vs TCOM
-39.5%
+3.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | +3.8% | +7.4% | -3.6% | +0.9% |
| 30D | -5.4% | +13.2% | -18.6% | -9.9% |
| 3M | -17.9% | -4.6% | -13.4% | -16.7% |
| 6M | -24.1% | -16.4% | -7.7% | -19.8% |
| YTD | -27.4% | -38.8% | +11.3% | -21.7% |
| All | -35.9% | -39.5% | +3.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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