+16.0%
BABA vs TT
+887.4%
-871.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -4.8% | 0.0% | -4.8% | -4.7% |
| 30D | -11.9% | -7.2% | -4.7% | -9.8% |
| 3M | -9.3% | -3.0% | -6.3% | -8.9% |
| 6M | -14.2% | +1.4% | -15.6% | -15.3% |
| YTD | -22.0% | +15.9% | -37.9% | -26.5% |
| 1Y | -12.7% | +9.4% | -22.1% | -16.4% |
| 3Y | +26.7% | +124.4% | -97.7% | -9.8% |
| 5Y | -29.3% | +138.0% | -167.3% | -52.5% |
| All | +16.0% | +887.4% | -871.4% | -59.0% |
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