+57.6%
BABA vs TEM
+60.7%
-3.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.2% | +3.2% | -3.4% | -0.4% |
| 30D | -12.3% | +23.5% | -35.8% | -13.7% |
| 3M | -5.3% | +32.3% | -37.6% | -7.6% |
| 6M | -13.1% | +23.0% | -36.1% | -15.1% |
| YTD | -22.4% | +8.9% | -31.3% | -23.8% |
| 1Y | -19.5% | -19.9% | +0.4% | -19.6% |
| All | +57.6% | +60.7% | -3.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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