+26.6%
BABA vs TRU
+247.4%
-220.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.6% | 0.0% | -3.5% | -3.6% |
| 30D | -8.4% | +24.3% | -32.6% | -14.5% |
| 3M | -20.6% | +2.3% | -22.9% | -21.8% |
| 6M | -25.4% | +17.7% | -43.1% | -30.3% |
| YTD | -30.1% | -3.8% | -26.3% | -31.2% |
| 1Y | -36.3% | -0.3% | -36.0% | -38.1% |
| 3Y | +30.4% | +58.4% | -28.0% | +3.2% |
| 5Y | -35.7% | -24.0% | -11.7% | -36.3% |
| 10Y | +16.0% | +187.9% | -171.9% | -29.3% |
| All | +26.6% | +247.4% | -220.8% | -24.7% |
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 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