+11.7%
BABA vs TD
+300.0%
-288.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -13.8% | +1.1% | -14.9% | -14.3% |
| 30D | -15.1% | +5.2% | -20.3% | -17.6% |
| 3M | -22.7% | +1.2% | -24.0% | -23.5% |
| 6M | -34.7% | +17.7% | -52.4% | -40.9% |
| YTD | -35.0% | +34.2% | -69.2% | -45.3% |
| 1Y | -40.4% | +55.4% | -95.8% | -53.8% |
| 3Y | +21.9% | +130.4% | -108.5% | -24.6% |
| 5Y | -39.9% | +101.8% | -141.7% | -60.0% |
| All | +11.7% | +300.0% | -288.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling