+28.2%
BABA vs TRV
+400.0%
-371.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -4.8% | -0.1% | -4.6% | -4.7% |
| 30D | -11.9% | -3.4% | -8.5% | -11.3% |
| 3M | -9.3% | +26.4% | -35.7% | -14.4% |
| 6M | -14.2% | +19.3% | -33.5% | -18.0% |
| YTD | -22.0% | +28.3% | -50.4% | -26.8% |
| 1Y | -12.7% | +34.3% | -47.0% | -19.1% |
| 3Y | +26.7% | +140.1% | -113.5% | -0.9% |
| 5Y | -29.3% | +155.7% | -185.1% | -46.6% |
| 10Y | +21.2% | +285.5% | -264.3% | -25.6% |
| All | +28.2% | +400.0% | -371.9% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling