-27.4%
BABA vs TPR
+255.4%
-282.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +11.6% | +14.2% | -2.6% | +6.3% |
| 30D | +2.3% | +17.1% | -14.8% | -3.7% |
| 3M | -13.7% | -17.7% | +4.0% | -8.0% |
| 6M | -21.9% | -10.2% | -11.7% | -20.3% |
| YTD | -24.6% | +4.9% | -29.6% | -28.2% |
| 1Y | -34.1% | +36.1% | -70.2% | -43.6% |
| 3Y | +36.3% | +416.5% | -380.2% | -43.0% |
| All | -27.4% | +255.4% | -282.8% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling