+15.6%
BABA vs TPR
+388.4%
-372.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.4% | +0.9% |
| 7D | +8.6% | +13.9% | -5.3% | +5.1% |
| 30D | -1.1% | +14.9% | -16.0% | -4.6% |
| 3M | -15.9% | -15.4% | -0.5% | -12.8% |
| 6M | -17.5% | -4.5% | -13.1% | -17.5% |
| YTD | -25.6% | +6.0% | -31.6% | -27.8% |
| 1Y | -33.8% | +24.3% | -58.2% | -38.6% |
| 3Y | +34.6% | +412.8% | -378.2% | -15.3% |
| 5Y | -27.7% | +258.4% | -286.1% | -51.2% |
| All | +15.6% | +388.4% | -372.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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