-39.7%
BABA vs TRU
-1.2%
-38.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.8% | -7.0% |
| 7D | -12.7% | -2.2% | -10.5% | -12.5% |
| 30D | -14.9% | +20.2% | -35.0% | -16.2% |
| 3M | -24.6% | +2.2% | -26.9% | -24.8% |
| 6M | -29.3% | +17.6% | -46.9% | -30.7% |
| YTD | -35.0% | -5.0% | -30.1% | -36.6% |
| 1Y | -39.7% | -1.0% | -38.7% | -40.7% |
| All | -39.7% | -1.2% | -38.5% | -40.7% |
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