+15.8%
BABA vs TSEM
+879.4%
-863.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.9% | -14.6% | -6.0% |
| 7D | +3.8% | -2.0% | +5.8% | +3.5% |
| 30D | -5.4% | -33.4% | +28.0% | +2.0% |
| 3M | -17.9% | -39.7% | +21.7% | -10.3% |
| 6M | -24.1% | -27.8% | +3.8% | -23.5% |
| YTD | -27.4% | +29.7% | -57.1% | -39.0% |
| 1Y | -36.1% | +81.1% | -117.2% | -51.6% |
| 3Y | +35.4% | +529.3% | -493.9% | -33.7% |
| 5Y | -30.1% | +315.0% | -345.1% | -61.7% |
| 10Y | +15.8% | +865.7% | -849.9% | -54.7% |
| All | +15.8% | +879.4% | -863.5% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling