+15.2%
BABA vs TMO
+338.2%
-323.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -3.5% | -0.6% | -2.8% | -3.2% |
| 30D | -12.7% | +1.1% | -13.8% | -13.2% |
| 3M | -3.0% | +28.3% | -31.3% | -13.8% |
| 6M | -19.1% | +23.3% | -42.3% | -27.3% |
| YTD | -24.7% | +5.5% | -30.2% | -27.6% |
| 1Y | -29.0% | +24.5% | -53.6% | -37.3% |
| 3Y | +30.9% | +19.6% | +11.4% | +14.9% |
| 5Y | -30.9% | +8.1% | -39.0% | -37.5% |
| All | +15.2% | +338.2% | -323.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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