+31.0%
BABA vs TDY
+44.8%
-13.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -2.2% | -1.8% | -0.3% | -1.6% |
| 30D | -17.3% | -13.8% | -3.6% | -13.5% |
| 3M | -7.8% | -3.9% | -3.9% | -6.9% |
| 6M | -16.8% | -9.0% | -7.8% | -14.6% |
| YTD | -24.7% | +16.5% | -41.2% | -28.1% |
| 1Y | -24.9% | +9.3% | -34.2% | -27.1% |
| All | +31.0% | +44.8% | -13.7% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling