-23.4%
BABA vs TOST
-46.9%
+23.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +11.6% | +9.4% | +2.2% | +9.7% |
| 30D | +2.3% | +13.5% | -11.2% | -0.3% |
| 3M | -13.7% | -0.1% | -13.5% | -13.9% |
| 6M | -21.9% | +22.5% | -44.4% | -25.8% |
| YTD | -24.6% | -2.4% | -22.3% | -25.5% |
| 1Y | -34.1% | -4.7% | -29.4% | -34.7% |
| 3Y | +36.3% | +103.2% | -67.0% | +7.0% |
| 5Y | -26.7% | -41.2% | +14.5% | -40.6% |
| All | -23.4% | -46.9% | +23.4% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling