-46.2%
BABA vs TE
-53.0%
+6.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -4.8% | -4.0% | -0.8% | -4.4% |
| 30D | -11.9% | -15.9% | +4.0% | -10.6% |
| 3M | -9.3% | -60.5% | +51.3% | -1.7% |
| 6M | -14.2% | -35.2% | +21.0% | -14.0% |
| YTD | -22.0% | -31.1% | +9.1% | -23.3% |
| 1Y | -12.7% | +148.6% | -161.4% | -29.5% |
| 3Y | +26.7% | -26.4% | +53.1% | +13.6% |
| 5Y | -29.3% | -48.0% | +18.7% | -36.1% |
| All | -46.2% | -53.0% | +6.7% | -48.7% |
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