+16.7%
BABA vs TD
+295.4%
-278.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -0.2% | +0.9% | -1.0% | -0.7% |
| 30D | -12.3% | -0.7% | -11.6% | -12.2% |
| 3M | -5.3% | +6.3% | -11.6% | -9.0% |
| 6M | -13.1% | +27.9% | -41.0% | -24.8% |
| YTD | -22.4% | +29.8% | -52.2% | -33.4% |
| 1Y | -19.5% | +63.7% | -83.1% | -39.3% |
| 3Y | +32.9% | +128.3% | -95.4% | -17.5% |
| 5Y | -29.9% | +125.5% | -155.4% | -55.5% |
| 10Y | +16.7% | +296.7% | -280.0% | -44.8% |
| All | +16.7% | +295.4% | -278.7% | -44.8% |
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