-31.3%
BABA vs TPR
+239.8%
-271.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -2.3% | -2.5% | -3.9% |
| 30D | -11.9% | -23.0% | +11.1% | -3.6% |
| 3M | -9.3% | -12.5% | +3.2% | -5.8% |
| 6M | -14.2% | -21.4% | +7.2% | -7.9% |
| YTD | -22.0% | -3.5% | -18.5% | -23.1% |
| 1Y | -12.7% | +17.4% | -30.1% | -21.0% |
| 3Y | +26.7% | +291.3% | -264.6% | -38.4% |
| All | -31.3% | +239.8% | -271.1% | -66.4% |
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