-31.3%
BABA vs TRU
-33.8%
+2.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.9% |
| 7D | -4.8% | -6.8% | +2.0% | -3.0% |
| 30D | -11.9% | 0.0% | -11.9% | -12.1% |
| 3M | -9.3% | +13.3% | -22.6% | -13.1% |
| 6M | -14.2% | +3.4% | -17.7% | -16.1% |
| YTD | -22.0% | -6.4% | -15.7% | -22.0% |
| 1Y | -12.7% | -9.7% | -3.0% | -12.2% |
| 3Y | +26.7% | +0.1% | +26.5% | +19.8% |
| All | -31.3% | -33.8% | +2.5% | -26.8% |
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