+53.1%
BABA vs TEM
+90.1%
-37.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | +0.8% |
| 7D | +11.6% | +5.3% | +6.3% | +11.2% |
| 30D | +2.3% | +8.1% | -5.8% | +1.7% |
| 3M | -13.7% | +64.9% | -78.6% | -16.8% |
| 6M | -21.9% | +42.1% | -64.1% | -24.4% |
| YTD | -24.6% | +28.8% | -53.4% | -26.9% |
| 1Y | -34.1% | +5.5% | -39.6% | -35.4% |
| All | +53.1% | +90.1% | -37.0% | +44.8% |
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 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