+28.2%
BABA vs TSEM
+1,885.2%
-1,857.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | -0.4% |
| 7D | -4.8% | +6.9% | -11.6% | -6.2% |
| 30D | -11.9% | +5.3% | -17.2% | -13.5% |
| 3M | -9.3% | -14.9% | +5.6% | -8.7% |
| 6M | -14.2% | +80.0% | -94.3% | -29.8% |
| YTD | -22.0% | +89.4% | -111.4% | -37.6% |
| 1Y | -12.7% | +253.1% | -265.8% | -41.3% |
| 3Y | +26.7% | +642.1% | -615.5% | -33.9% |
| 5Y | -29.3% | +659.1% | -688.4% | -64.2% |
| 10Y | +21.2% | +1,291.4% | -1,270.1% | -50.3% |
| All | +28.2% | +1,885.2% | -1,857.0% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling