-29.3%
BABA vs TDY
+2.6%
-31.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -7.0% |
| 7D | -12.7% | +9.4% | -22.1% | -13.4% |
| 30D | -14.9% | +5.9% | -20.8% | -16.3% |
| 3M | -24.6% | -5.7% | -19.0% | -24.1% |
| 6M | -29.3% | +2.4% | -31.8% | -29.7% |
| All | -29.3% | +2.6% | -31.9% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling