+42.0%
BABA vs TEM
+98.6%
-56.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -3.6% | +5.1% | -8.6% | -3.9% |
| 30D | -8.4% | +16.8% | -25.2% | -9.4% |
| 3M | -20.6% | +42.6% | -63.2% | -22.8% |
| 6M | -25.4% | +63.9% | -89.3% | -28.5% |
| YTD | -30.1% | +34.5% | -64.6% | -32.4% |
| 1Y | -36.3% | +11.0% | -47.3% | -37.8% |
| All | +42.0% | +98.6% | -56.5% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling