+6.8%
BABA vs TDY
+551.6%
-544.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -13.8% | +4.1% | -17.8% | -15.2% |
| 30D | -15.1% | +5.7% | -20.8% | -17.5% |
| 3M | -22.7% | -4.4% | -18.3% | -21.8% |
| 6M | -34.7% | +1.2% | -35.9% | -35.6% |
| YTD | -35.0% | +26.0% | -61.1% | -41.7% |
| 1Y | -40.4% | +27.4% | -67.8% | -46.8% |
| 3Y | +21.9% | +67.5% | -45.6% | -5.2% |
| 5Y | -39.9% | +44.9% | -84.7% | -50.7% |
| 10Y | +7.9% | +440.9% | -433.1% | -55.2% |
| All | +6.8% | +551.6% | -544.8% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling