+15.7%
BABA vs TER
+993.6%
-977.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +2.4% | -8.9% | +11.2% | +3.9% |
| 30D | -7.8% | -39.1% | +31.3% | +4.3% |
| 3M | -22.4% | -32.8% | +10.4% | -15.9% |
| 6M | -26.0% | -31.7% | +5.8% | -23.5% |
| YTD | -29.3% | +26.9% | -56.2% | -42.7% |
| 1Y | -37.5% | +33.6% | -71.1% | -50.5% |
| 3Y | +31.9% | +181.5% | -149.6% | -27.6% |
| 5Y | -33.4% | +76.1% | -109.6% | -58.0% |
| 10Y | +15.7% | +1,006.2% | -990.5% | -68.2% |
| All | +15.7% | +993.6% | -977.9% | -68.2% |
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