-30.5%
BABA vs TMO
+7.0%
-37.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | -17.3% | +1.0% | -18.3% | -17.7% |
| 3M | -7.8% | +22.7% | -30.5% | -15.3% |
| 6M | -16.8% | +19.0% | -35.8% | -23.1% |
| YTD | -24.7% | +4.7% | -29.4% | -26.6% |
| 1Y | -24.9% | +26.0% | -51.0% | -33.2% |
| 3Y | +29.1% | +18.0% | +11.1% | +15.4% |
| 5Y | -30.5% | +8.0% | -38.5% | -39.0% |
| All | -30.5% | +7.0% | -37.5% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling