+11.7%
BABA vs TGT
+205.2%
-193.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.8% |
| 7D | -12.7% | +2.6% | -15.3% | -13.2% |
| 30D | -14.9% | +6.6% | -21.5% | -16.2% |
| 3M | -24.6% | +5.2% | -29.9% | -25.8% |
| 6M | -29.3% | +35.3% | -64.7% | -34.6% |
| YTD | -35.0% | +70.3% | -105.4% | -43.3% |
| 1Y | -39.7% | +81.2% | -120.8% | -48.2% |
| 3Y | +21.2% | +66.9% | -45.8% | +1.9% |
| 5Y | -39.9% | -27.2% | -12.7% | -40.1% |
| All | +11.7% | +205.2% | -193.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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