+22.3%
BABA vs TER
+1,007.6%
-985.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.2% | +17.9% | +7.0% |
| 7D | +8.6% | -28.2% | +36.8% | +18.4% |
| 30D | -1.1% | -50.6% | +49.5% | +19.8% |
| 3M | -15.9% | -45.3% | +29.4% | -2.6% |
| 6M | -17.5% | -40.4% | +22.8% | -11.1% |
| YTD | -25.6% | +10.0% | -35.6% | -37.4% |
| 1Y | -33.8% | +13.6% | -47.5% | -45.2% |
| 3Y | +34.6% | +145.2% | -110.6% | -24.2% |
| 5Y | -27.7% | +50.4% | -78.0% | -52.6% |
| 10Y | +17.7% | +882.9% | -865.2% | -69.7% |
| All | +22.3% | +1,007.6% | -985.3% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling