-29.9%
BABA vs TKO
+312.5%
-342.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.8% |
| 7D | -0.2% | +7.2% | -7.3% | -2.0% |
| 30D | -12.3% | +4.7% | -17.0% | -13.5% |
| 3M | -5.3% | -3.2% | -2.1% | -5.0% |
| 6M | -13.1% | -2.9% | -10.2% | -13.1% |
| YTD | -22.4% | -5.8% | -16.6% | -22.1% |
| 1Y | -19.5% | -1.1% | -18.4% | -20.6% |
| 3Y | +32.9% | +111.1% | -78.2% | -1.2% |
| 5Y | -29.9% | +315.6% | -345.4% | -62.4% |
| All | -29.9% | +312.5% | -342.4% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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