+17.1%
BABA vs TER
+897.7%
-880.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +11.6% | -20.5% | +32.1% | +17.9% |
| 30D | +2.3% | -47.0% | +49.3% | +20.6% |
| 3M | -13.7% | -43.3% | +29.6% | -1.6% |
| 6M | -21.9% | -42.9% | +21.0% | -14.8% |
| YTD | -24.6% | +12.9% | -37.5% | -36.7% |
| 1Y | -34.1% | +18.2% | -52.3% | -45.8% |
| 3Y | +36.3% | +151.8% | -115.5% | -22.7% |
| 5Y | -26.7% | +54.2% | -80.9% | -51.9% |
| All | +17.1% | +897.7% | -880.7% | -67.3% |
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