+17.1%
BABA vs TPR
+383.4%
-366.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +11.6% | +14.2% | -2.6% | +8.0% |
| 30D | +2.3% | +17.1% | -14.8% | -1.8% |
| 3M | -13.7% | -17.7% | +4.0% | -9.9% |
| 6M | -21.9% | -10.2% | -11.7% | -20.7% |
| YTD | -24.6% | +4.9% | -29.6% | -26.7% |
| 1Y | -34.1% | +36.1% | -70.2% | -40.1% |
| 3Y | +36.3% | +416.5% | -380.2% | -14.4% |
| 5Y | -26.7% | +254.8% | -281.5% | -50.5% |
| All | +17.1% | +383.4% | -366.3% | -27.5% |
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