+28.2%
BABA vs TRMB
+87.2%
-59.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -4.8% | -2.5% | -2.2% | -3.8% |
| 30D | -11.9% | +1.5% | -13.4% | -12.6% |
| 3M | -9.3% | +6.8% | -16.0% | -12.0% |
| 6M | -14.2% | -14.9% | +0.7% | -9.9% |
| YTD | -22.0% | -24.1% | +2.1% | -14.7% |
| 1Y | -12.7% | -25.4% | +12.7% | -4.2% |
| 3Y | +26.7% | +8.0% | +18.6% | +15.9% |
| 5Y | -29.3% | -37.3% | +8.0% | -21.8% |
| 10Y | +21.2% | +116.8% | -95.6% | -15.3% |
| All | +28.2% | +87.2% | -59.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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