+31.9%
BABA vs TPR
+419.9%
-387.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +2.4% | +12.1% | -9.7% | -0.3% |
| 30D | -7.8% | +16.7% | -24.4% | -11.1% |
| 3M | -22.4% | -17.4% | -5.0% | -19.4% |
| 6M | -26.0% | +2.3% | -28.3% | -27.1% |
| YTD | -29.3% | +7.1% | -36.4% | -31.3% |
| 1Y | -37.5% | +29.5% | -67.0% | -42.0% |
| 3Y | +31.9% | +415.0% | -383.1% | -21.5% |
| All | +31.9% | +419.9% | -387.9% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling