+6.8%
BABA vs TD
+278.5%
-271.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.8% |
| 7D | -12.7% | +0.6% | -13.3% | -13.0% |
| 30D | -14.9% | +5.0% | -19.8% | -17.2% |
| 3M | -24.6% | +1.1% | -25.7% | -25.4% |
| 6M | -29.3% | +16.5% | -45.8% | -35.6% |
| YTD | -35.0% | +34.3% | -69.3% | -45.2% |
| 1Y | -39.7% | +52.9% | -92.6% | -52.7% |
| 3Y | +21.2% | +132.2% | -111.0% | -25.0% |
| 5Y | -39.9% | +101.9% | -141.8% | -59.8% |
| 10Y | +7.8% | +302.0% | -294.2% | -49.1% |
| All | +6.8% | +278.5% | -271.7% | -49.7% |
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