+11.7%
BABA vs TT
+737.0%
-725.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | -12.7% | +8.1% | -20.7% | -15.0% |
| 30D | -14.9% | -11.3% | -3.6% | -11.7% |
| 3M | -24.6% | -11.2% | -13.5% | -22.0% |
| 6M | -29.3% | -8.9% | -20.4% | -27.8% |
| YTD | -35.0% | +9.7% | -44.8% | -37.9% |
| 1Y | -39.7% | +1.3% | -41.0% | -40.8% |
| 3Y | +21.2% | +93.4% | -72.2% | -9.0% |
| 5Y | -39.9% | +133.5% | -173.4% | -59.5% |
| All | +11.7% | +737.0% | -725.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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