+19.3%
BABA vs TRV
+436.9%
-417.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | -5.4% | +7.2% | -12.6% | -6.8% |
| 3M | -17.9% | +3.2% | -21.1% | -18.6% |
| 6M | -24.1% | +33.6% | -57.7% | -29.2% |
| YTD | -27.4% | +37.8% | -65.2% | -33.0% |
| 1Y | -36.1% | +43.4% | -79.5% | -41.6% |
| 3Y | +35.4% | +146.7% | -111.3% | +5.7% |
| 5Y | -30.1% | +176.1% | -206.2% | -48.1% |
| 10Y | +15.8% | +357.4% | -341.6% | -34.3% |
| All | +19.3% | +436.9% | -417.6% | -43.1% |
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 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