+19.2%
BABA vs TPR
+372.4%
-353.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +4.0% |
| 7D | +4.3% | +12.6% | -8.4% | +1.2% |
| 30D | -5.0% | +7.1% | -12.1% | -6.7% |
| 3M | -18.4% | -19.4% | +1.0% | -14.3% |
| 6M | -20.3% | -9.7% | -10.5% | -19.1% |
| YTD | -27.5% | -1.0% | -26.5% | -28.4% |
| 1Y | -35.3% | +19.3% | -54.6% | -39.4% |
| 3Y | +31.2% | +379.0% | -347.8% | -16.2% |
| 5Y | -32.1% | +239.1% | -271.2% | -53.6% |
| 10Y | +14.7% | +364.0% | -349.3% | -32.2% |
| All | +19.2% | +372.4% | -353.2% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling