+6.8%
BABA vs TMO
+481.7%
-474.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.5% | -5.9% |
| 7D | -12.7% | +3.3% | -16.0% | -14.0% |
| 30D | -14.9% | +5.5% | -20.4% | -17.1% |
| 3M | -24.6% | +16.1% | -40.7% | -29.9% |
| 6M | -29.3% | +52.6% | -81.9% | -42.7% |
| YTD | -35.0% | +21.0% | -56.1% | -41.6% |
| 1Y | -39.7% | +19.4% | -59.1% | -45.5% |
| 3Y | +21.2% | +57.5% | -36.3% | -7.7% |
| 5Y | -39.9% | +11.7% | -51.6% | -46.4% |
| 10Y | +7.8% | +375.7% | -367.9% | -59.1% |
| All | +6.8% | +481.7% | -474.9% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling