+23.9%
BABA vs TD
+274.2%
-250.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.6% |
| 7D | +11.6% | -1.7% | +13.3% | +12.6% |
| 30D | +2.3% | +8.2% | -5.9% | -2.2% |
| 3M | -13.7% | +1.7% | -15.4% | -14.8% |
| 6M | -21.9% | +14.2% | -36.2% | -28.1% |
| YTD | -24.6% | +32.8% | -57.4% | -36.1% |
| 1Y | -34.1% | +55.5% | -89.6% | -48.8% |
| 3Y | +36.3% | +129.6% | -93.4% | -15.1% |
| 5Y | -26.7% | +102.2% | -128.9% | -51.0% |
| 10Y | +19.2% | +306.3% | -287.1% | -44.0% |
| All | +23.9% | +274.2% | -250.3% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling