-29.3%
BABA vs TMO
+54.2%
-83.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.5% | -7.2% |
| 7D | -12.7% | +3.3% | -16.0% | -12.3% |
| 30D | -14.9% | +5.5% | -20.4% | -14.4% |
| 3M | -24.6% | +16.1% | -40.7% | -23.1% |
| 6M | -29.3% | +52.6% | -81.9% | -24.3% |
| All | -29.3% | +54.2% | -83.6% | -24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling