+23.9%
BABA vs TSEM
+1,126.2%
-1,102.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.6% | +0.3% |
| 7D | +11.6% | -17.5% | +29.1% | +15.5% |
| 30D | +2.3% | -44.7% | +47.0% | +14.6% |
| 3M | -13.7% | -38.9% | +25.2% | -6.3% |
| 6M | -21.9% | -36.7% | +14.8% | -18.8% |
| YTD | -24.6% | +17.0% | -41.6% | -34.3% |
| 1Y | -34.1% | +62.8% | -96.9% | -47.8% |
| 3Y | +36.3% | +471.3% | -435.0% | -27.1% |
| 5Y | -26.7% | +290.3% | -317.0% | -57.2% |
| 10Y | +19.2% | +790.1% | -770.9% | -47.1% |
| All | +23.9% | +1,126.2% | -1,102.4% | -49.9% |
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