+16.7%
BABA vs TRU
+138.6%
-121.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | -0.2% | -7.2% | +7.0% | +2.0% |
| 30D | -12.3% | -2.8% | -9.4% | -11.7% |
| 3M | -5.3% | +13.0% | -18.3% | -9.6% |
| 6M | -13.1% | +0.7% | -13.7% | -14.4% |
| YTD | -22.4% | -9.0% | -13.4% | -21.8% |
| 1Y | -19.5% | -16.3% | -3.2% | -17.2% |
| 3Y | +32.9% | -1.1% | +34.0% | +23.2% |
| 5Y | -29.9% | -36.0% | +6.1% | -26.0% |
| 10Y | +16.7% | +139.9% | -123.2% | -20.0% |
| All | +16.7% | +138.6% | -121.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling