-27.7%
BABA vs TOST
-41.7%
+14.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +8.6% | +11.6% | -3.0% | +6.2% |
| 30D | -1.1% | +16.2% | -17.3% | -4.2% |
| 3M | -15.9% | +1.0% | -17.0% | -16.4% |
| 6M | -17.5% | +23.2% | -40.7% | -21.9% |
| YTD | -25.6% | -1.0% | -24.6% | -26.7% |
| 1Y | -33.8% | -9.9% | -23.9% | -33.6% |
| 3Y | +34.6% | +101.0% | -66.4% | +4.8% |
| 5Y | -27.7% | -40.4% | +12.8% | -33.2% |
| All | -27.7% | -41.7% | +14.0% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling