-12.2%
BABA vs TPG
+71.4%
-83.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +0.5% |
| 7D | -2.9% | -11.8% | +8.9% | +0.9% |
| 30D | -15.1% | -6.3% | -8.8% | -13.8% |
| 3M | -5.0% | +13.6% | -18.6% | -9.6% |
| 6M | -19.9% | +13.8% | -33.8% | -24.3% |
| YTD | -25.3% | -23.7% | -1.5% | -19.8% |
| 1Y | -23.9% | -18.2% | -5.7% | -20.9% |
| 3Y | +28.1% | +80.1% | -52.0% | -12.0% |
| All | -12.2% | +71.4% | -83.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling