+33.7%
BABA vs TCOM
+13.4%
+20.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -4.8% | -9.5% | +4.8% | -0.6% |
| 30D | -11.9% | -10.7% | -1.2% | -7.4% |
| 3M | -9.3% | -14.6% | +5.4% | -3.3% |
| 6M | -14.2% | -19.3% | +5.1% | -6.2% |
| YTD | -22.0% | -42.9% | +20.9% | -2.5% |
| 1Y | -12.7% | -43.8% | +31.1% | +9.8% |
| All | +33.7% | +13.4% | +20.3% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling