-24.9%
BABA vs TRU
-16.5%
-8.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -2.2% | -6.5% | +4.3% | -1.7% |
| 30D | -17.3% | -2.5% | -14.8% | -17.2% |
| 3M | -7.8% | +10.4% | -18.1% | -8.8% |
| 6M | -16.8% | +1.6% | -18.4% | -17.5% |
| YTD | -24.7% | -9.7% | -15.0% | -25.4% |
| 1Y | -24.9% | -17.3% | -7.7% | -25.5% |
| All | -24.9% | -16.5% | -8.4% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling