-29.3%
BABA vs TKO
+5.4%
-34.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.3% | -7.1% |
| 7D | -12.7% | +2.6% | -15.3% | -12.5% |
| 30D | -14.9% | +11.6% | -26.5% | -14.2% |
| 3M | -24.6% | -0.1% | -24.5% | -24.9% |
| 6M | -29.3% | +6.7% | -36.1% | -29.0% |
| All | -29.3% | +5.4% | -34.8% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling