-28.3%
BABA vs TCOM
+44.6%
-72.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.5% |
| 7D | +11.6% | +12.1% | -0.4% | +4.1% |
| 30D | +2.3% | +16.5% | -14.2% | -7.0% |
| 3M | -13.7% | -4.0% | -9.6% | -11.7% |
| 6M | -21.9% | -18.5% | -3.4% | -12.1% |
| YTD | -24.6% | -38.3% | +13.7% | -1.2% |
| 1Y | -34.1% | -36.6% | +2.5% | -15.3% |
| 3Y | +36.3% | +31.1% | +5.1% | -5.0% |
| All | -28.3% | +44.6% | -72.8% | -61.6% |
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