+28.2%
BABA vs TEL
+317.8%
-289.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | -4.8% | +3.0% | -7.7% | -6.2% |
| 30D | -11.9% | -3.9% | -8.0% | -10.5% |
| 3M | -9.3% | -5.1% | -4.2% | -7.7% |
| 6M | -14.2% | +0.6% | -14.8% | -16.3% |
| YTD | -22.0% | -7.3% | -14.7% | -21.1% |
| 1Y | -12.7% | +1.1% | -13.9% | -16.1% |
| 3Y | +26.7% | +63.7% | -37.0% | -8.6% |
| 5Y | -29.3% | +50.7% | -80.0% | -47.3% |
| 10Y | +21.2% | +290.2% | -268.9% | -46.6% |
| All | +28.2% | +317.8% | -289.6% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling