-27.7%
BABA vs TER
+49.3%
-76.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.2% | +17.9% | +6.1% |
| 7D | +8.6% | -28.2% | +36.8% | +16.3% |
| 30D | -1.1% | -50.6% | +49.5% | +15.4% |
| 3M | -15.9% | -45.3% | +29.4% | -5.4% |
| 6M | -17.5% | -40.4% | +22.8% | -12.6% |
| YTD | -25.6% | +10.0% | -35.6% | -36.8% |
| 1Y | -33.8% | +13.6% | -47.5% | -44.7% |
| 3Y | +34.6% | +145.2% | -110.6% | -24.2% |
| 5Y | -27.7% | +50.4% | -78.0% | -56.8% |
| All | -27.7% | +49.3% | -76.9% | -56.8% |
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