+32.0%
BABA vs TEM
+89.7%
-57.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.5% | -2.6% | -6.8% |
| 7D | -12.7% | +7.8% | -20.4% | -13.1% |
| 30D | -14.9% | +11.2% | -26.1% | -15.6% |
| 3M | -24.6% | +39.0% | -63.6% | -26.6% |
| 6M | -29.3% | +61.6% | -91.0% | -32.2% |
| YTD | -35.0% | +28.5% | -63.6% | -37.0% |
| 1Y | -39.7% | +6.7% | -46.4% | -40.9% |
| All | +32.0% | +89.7% | -57.7% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling