-31.3%
BABA vs TER
+197.9%
-229.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | -0.1% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | -11.9% | -8.3% | -3.6% | -10.6% |
| 3M | -9.3% | -12.2% | +2.9% | -9.6% |
| 6M | -14.2% | +17.1% | -31.3% | -23.4% |
| YTD | -22.0% | +84.7% | -106.7% | -40.1% |
| 1Y | -12.7% | +199.9% | -212.6% | -43.7% |
| 3Y | +26.7% | +232.8% | -206.1% | -27.8% |
| All | -31.3% | +197.9% | -229.2% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling