+36.4%
BABA vs TRU
+243.5%
-207.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | +11.6% | +5.7% | +5.9% | +9.9% |
| 30D | +2.3% | +29.2% | -26.9% | -5.7% |
| 3M | -13.7% | +2.7% | -16.3% | -15.1% |
| 6M | -21.9% | +15.2% | -37.1% | -26.5% |
| YTD | -24.6% | -4.9% | -19.8% | -25.5% |
| 1Y | -34.1% | +3.4% | -37.5% | -36.8% |
| 3Y | +36.3% | +63.2% | -26.9% | +6.7% |
| 5Y | -26.7% | -26.6% | -0.1% | -26.6% |
| 10Y | +19.2% | +172.8% | -153.6% | -26.0% |
| All | +36.4% | +243.5% | -207.0% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling