+34.5%
BABA vs TER
+144.0%
-109.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.2% | +17.9% | +4.7% |
| 7D | +8.6% | -28.2% | +36.8% | +13.2% |
| 30D | -1.1% | -50.6% | +49.5% | +8.7% |
| 3M | -15.9% | -45.3% | +29.4% | -9.6% |
| 6M | -17.5% | -40.4% | +22.8% | -14.6% |
| YTD | -25.6% | +10.0% | -35.6% | -32.7% |
| 1Y | -33.8% | +13.6% | -47.5% | -40.7% |
| All | +34.5% | +144.0% | -109.5% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling