-48.0%
BABA vs TE
-75.9%
+27.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.9% |
| 7D | +11.6% | -12.6% | +24.2% | +12.8% |
| 30D | +2.3% | -36.7% | +39.0% | +6.5% |
| 3M | -13.7% | -57.5% | +43.8% | -7.0% |
| 6M | -21.9% | -55.2% | +33.3% | -18.8% |
| YTD | -24.6% | -64.7% | +40.0% | -21.3% |
| 1Y | -34.1% | -35.9% | +1.8% | -36.8% |
| 3Y | +36.3% | -31.8% | +68.0% | +13.5% |
| 5Y | -26.7% | -79.4% | +52.7% | -27.7% |
| All | -48.0% | -75.9% | +27.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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