+19.3%
BABA vs TEL
+338.0%
-318.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.7% | -9.4% | -6.5% |
| 7D | +3.8% | +0.6% | +3.3% | +3.1% |
| 30D | -5.4% | +0.2% | -5.6% | -6.1% |
| 3M | -17.9% | +1.5% | -19.4% | -19.6% |
| 6M | -24.1% | +6.9% | -31.0% | -28.2% |
| YTD | -27.4% | -2.8% | -24.6% | -28.8% |
| 1Y | -36.1% | -8.8% | -27.3% | -35.5% |
| 3Y | +35.4% | +84.3% | -48.9% | -9.0% |
| 5Y | -30.1% | +46.8% | -76.9% | -47.6% |
| 10Y | +15.8% | +294.7% | -278.9% | -49.6% |
| All | +19.3% | +338.0% | -318.8% | -52.6% |
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