+58.4%
BABA vs TEM
+61.6%
-3.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -4.8% | +0.9% | -5.7% | -4.8% |
| 30D | -11.9% | +38.4% | -50.3% | -14.0% |
| 3M | -9.3% | +23.7% | -32.9% | -11.1% |
| 6M | -14.2% | +26.0% | -40.2% | -16.4% |
| YTD | -22.0% | +9.4% | -31.5% | -23.4% |
| 1Y | -12.7% | -17.3% | +4.6% | -13.0% |
| All | +58.4% | +61.6% | -3.1% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling