-35.3%
BABA vs TRV
+54.4%
-89.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +5.7% |
| 7D | +4.3% | +3.9% | +0.4% | +5.2% |
| 30D | -5.0% | +13.5% | -18.4% | -1.7% |
| 3M | -18.4% | +8.9% | -27.3% | -16.6% |
| 6M | -20.3% | +36.8% | -57.0% | -13.6% |
| YTD | -27.5% | +42.7% | -70.2% | -23.5% |
| 1Y | -35.3% | +49.9% | -85.2% | -29.1% |
| All | -35.3% | +54.4% | -89.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling