+6.8%
BABA vs TMO
+482.4%
-475.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +0.8% | -14.6% | -14.1% |
| 30D | -15.1% | +4.0% | -19.1% | -16.8% |
| 3M | -22.7% | +17.6% | -40.3% | -28.5% |
| 6M | -34.7% | +57.3% | -91.9% | -47.7% |
| YTD | -35.0% | +21.2% | -56.2% | -41.6% |
| 1Y | -40.4% | +21.1% | -61.5% | -46.5% |
| 3Y | +21.9% | +58.8% | -36.9% | -7.6% |
| 5Y | -39.9% | +11.8% | -51.7% | -46.4% |
| 10Y | +7.9% | +376.2% | -368.4% | -59.1% |
| All | +6.8% | +482.4% | -475.6% | -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