-39.8%
BABA vs TSEM
+297.9%
-337.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +1.0% |
| 7D | -13.8% | +7.0% | -20.7% | -14.7% |
| 30D | -15.1% | -29.8% | +14.7% | -11.4% |
| 3M | -22.7% | -41.9% | +19.2% | -17.5% |
| 6M | -34.7% | -45.8% | +11.1% | -30.8% |
| YTD | -35.0% | +25.1% | -60.1% | -41.9% |
| 1Y | -40.4% | +48.2% | -88.7% | -48.6% |
| 3Y | +21.9% | +476.5% | -454.6% | -26.9% |
| All | -39.8% | +297.9% | -337.6% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling