+34.5%
BABA vs TOST
+99.4%
-64.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +8.6% | +11.6% | -3.0% | +7.4% |
| 30D | -1.1% | +16.2% | -17.3% | -2.6% |
| 3M | -15.9% | +1.0% | -17.0% | -16.1% |
| 6M | -17.5% | +23.2% | -40.7% | -19.4% |
| YTD | -25.6% | -1.0% | -24.6% | -26.0% |
| 1Y | -33.8% | -9.9% | -23.9% | -33.7% |
| All | +34.5% | +99.4% | -64.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 3y: compounded portfolio wealth divided by compounded TOST 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…
3y analysis · Full analysis span regression · 6 months rolling