-28.3%
BABA vs TRU
-26.8%
-1.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | +11.6% | +5.7% | +5.9% | +10.0% |
| 30D | +2.3% | +29.2% | -26.9% | -5.0% |
| 3M | -13.7% | +2.7% | -16.3% | -14.9% |
| 6M | -21.9% | +15.2% | -37.1% | -26.1% |
| YTD | -24.6% | -4.9% | -19.8% | -25.3% |
| 1Y | -34.1% | +3.4% | -37.5% | -36.5% |
| 3Y | +36.3% | +63.2% | -26.9% | +5.6% |
| All | -28.3% | -26.8% | -1.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling