-31.4%
BABA vs TRI
-11.1%
-20.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -2.9% | -14.4% | +11.5% | -0.7% |
| 30D | -15.1% | -8.1% | -7.0% | -14.2% |
| 3M | -5.0% | +17.5% | -22.6% | -8.4% |
| 6M | -19.9% | -5.0% | -15.0% | -19.7% |
| YTD | -25.3% | -24.7% | -0.6% | -19.6% |
| 1Y | -23.9% | -41.5% | +17.6% | -10.2% |
| 3Y | +28.1% | -20.3% | +48.4% | +23.3% |
| 5Y | -31.4% | -10.9% | -20.4% | -47.4% |
| All | -31.4% | -11.1% | -20.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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