+33.7%
BABA vs TRV
+141.7%
-107.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.2% |
| 7D | -4.8% | -0.1% | -4.6% | -4.8% |
| 30D | -11.9% | -3.4% | -8.5% | -12.0% |
| 3M | -9.3% | +26.4% | -35.7% | -9.3% |
| 6M | -14.2% | +19.3% | -33.5% | -14.2% |
| YTD | -22.0% | +28.3% | -50.4% | -22.2% |
| 1Y | -12.7% | +34.3% | -47.0% | -13.1% |
| All | +33.7% | +141.7% | -107.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling