-30.5%
BABA vs TDY
+33.5%
-64.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.2% |
| 7D | -2.2% | -1.8% | -0.3% | -1.3% |
| 30D | -17.3% | -13.8% | -3.6% | -11.7% |
| 3M | -7.8% | -3.9% | -3.9% | -6.5% |
| 6M | -16.8% | -9.0% | -7.8% | -13.6% |
| YTD | -24.7% | +16.5% | -41.2% | -30.5% |
| 1Y | -24.9% | +9.3% | -34.2% | -28.9% |
| 3Y | +29.1% | +45.1% | -16.0% | +3.3% |
| 5Y | -30.5% | +35.0% | -65.5% | -45.3% |
| All | -30.5% | +33.5% | -64.0% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling