+16.7%
BABA vs TEL
+287.3%
-270.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.3% |
| 7D | -0.2% | -1.4% | +1.3% | +0.5% |
| 30D | -12.3% | -4.9% | -7.4% | -10.5% |
| 3M | -5.3% | +0.1% | -5.4% | -6.3% |
| 6M | -13.1% | +0.4% | -13.4% | -15.0% |
| YTD | -22.4% | -8.9% | -13.5% | -20.8% |
| 1Y | -19.5% | -0.3% | -19.2% | -22.1% |
| 3Y | +32.9% | +67.6% | -34.7% | -5.7% |
| 5Y | -29.9% | +50.7% | -80.6% | -47.9% |
| 10Y | +16.7% | +288.6% | -271.9% | -48.0% |
| All | +16.7% | +287.3% | -270.6% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling