+33.7%
BABA vs TRU
+0.4%
+33.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.3% |
| 7D | -4.8% | -6.8% | +2.0% | -3.7% |
| 30D | -11.9% | 0.0% | -11.9% | -12.0% |
| 3M | -9.3% | +13.3% | -22.6% | -11.6% |
| 6M | -14.2% | +3.4% | -17.7% | -15.3% |
| YTD | -22.0% | -6.4% | -15.7% | -21.9% |
| 1Y | -12.7% | -9.7% | -3.0% | -12.2% |
| All | +33.7% | +0.4% | +33.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling