+16.0%
BABA vs TER
+1,093.5%
-1,077.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.3% | -9.5% | -3.4% |
| 7D | -3.6% | +5.9% | -9.5% | -6.0% |
| 30D | -8.4% | -30.8% | +22.4% | -0.1% |
| 3M | -20.6% | -29.9% | +9.4% | -14.9% |
| 6M | -25.4% | -27.5% | +2.1% | -24.1% |
| YTD | -30.1% | +37.5% | -67.6% | -44.6% |
| 1Y | -36.3% | +50.3% | -86.5% | -51.3% |
| 3Y | +30.4% | +204.9% | -174.5% | -30.1% |
| 5Y | -35.7% | +89.2% | -124.9% | -60.3% |
| 10Y | +16.0% | +1,077.0% | -1,060.9% | -69.2% |
| All | +16.0% | +1,093.5% | -1,077.5% | -69.2% |
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