-39.8%
BABA vs TCOM
+40.6%
-80.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.5% |
| 7D | -13.8% | -1.8% | -12.0% | -12.8% |
| 30D | -15.1% | +12.1% | -27.2% | -21.0% |
| 3M | -22.7% | -3.2% | -19.5% | -21.4% |
| 6M | -34.7% | -16.6% | -18.0% | -27.5% |
| YTD | -35.0% | -39.4% | +4.4% | -13.8% |
| 1Y | -40.4% | -41.5% | +1.1% | -19.2% |
| 3Y | +21.9% | +24.4% | -2.5% | -11.6% |
| All | -39.8% | +40.6% | -80.4% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling