+28.2%
BABA vs TDY
+518.1%
-490.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -4.8% | -1.8% | -2.9% | -4.0% |
| 30D | -11.9% | -10.7% | -1.2% | -7.8% |
| 3M | -9.3% | -1.3% | -8.0% | -9.1% |
| 6M | -14.2% | -10.6% | -3.7% | -10.6% |
| YTD | -22.0% | +19.6% | -41.6% | -28.1% |
| 1Y | -12.7% | +11.6% | -24.3% | -17.5% |
| 3Y | +26.7% | +45.2% | -18.6% | +5.3% |
| 5Y | -29.3% | +36.1% | -65.4% | -40.3% |
| 10Y | +21.2% | +458.8% | -437.6% | -50.7% |
| All | +28.2% | +518.1% | -490.0% | -52.0% |
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