-11.5%
BABA vs TPG
+78.6%
-90.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.7% |
| 7D | -2.2% | -6.5% | +4.4% | -0.1% |
| 30D | -17.3% | +0.1% | -17.4% | -17.8% |
| 3M | -7.8% | +14.5% | -22.3% | -12.3% |
| 6M | -16.8% | +17.3% | -34.1% | -22.0% |
| YTD | -24.7% | -20.5% | -4.2% | -20.2% |
| 1Y | -24.9% | -13.2% | -11.7% | -23.4% |
| 3Y | +29.1% | +87.7% | -58.6% | -12.4% |
| All | -11.5% | +78.6% | -90.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling