+14.4%
BABA vs TDY
+472.2%
-457.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | -15.1% | -12.5% | -2.6% | -10.6% |
| 3M | -5.0% | -0.8% | -4.2% | -5.1% |
| 6M | -19.9% | -9.0% | -11.0% | -17.3% |
| YTD | -25.3% | +16.8% | -42.1% | -30.2% |
| 1Y | -23.9% | +9.5% | -33.3% | -27.2% |
| 3Y | +28.1% | +45.4% | -17.3% | +7.5% |
| 5Y | -31.4% | +37.8% | -69.2% | -41.7% |
| All | +14.4% | +472.2% | -457.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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