+17.1%
BABA vs TSEM
+779.3%
-762.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.6% | +0.2% |
| 7D | +11.6% | -17.5% | +29.1% | +15.6% |
| 30D | +2.3% | -44.7% | +47.0% | +15.0% |
| 3M | -13.7% | -38.9% | +25.2% | -6.1% |
| 6M | -21.9% | -36.7% | +14.8% | -18.8% |
| YTD | -24.6% | +17.0% | -41.6% | -35.1% |
| 1Y | -34.1% | +62.8% | -96.9% | -48.9% |
| 3Y | +36.3% | +471.3% | -435.0% | -31.8% |
| 5Y | -26.7% | +290.3% | -317.0% | -59.5% |
| All | +17.1% | +779.3% | -762.2% | -53.3% |
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