+16.0%
BABA vs TER
+1,661.5%
-1,645.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | -0.3% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | -11.9% | -8.3% | -3.6% | -10.3% |
| 3M | -9.3% | -12.2% | +2.9% | -9.7% |
| 6M | -14.2% | +17.1% | -31.3% | -24.5% |
| YTD | -22.0% | +84.7% | -106.7% | -41.8% |
| 1Y | -12.7% | +199.9% | -212.6% | -46.1% |
| 3Y | +26.7% | +232.8% | -206.1% | -30.5% |
| 5Y | -29.3% | +198.6% | -227.9% | -61.5% |
| All | +16.0% | +1,661.5% | -1,645.5% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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