+17.1%
BABA vs TT
+764.8%
-747.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | +11.6% | -2.0% | +13.6% | +12.3% |
| 30D | +2.3% | -14.0% | +16.3% | +7.2% |
| 3M | -13.7% | -15.9% | +2.2% | -9.0% |
| 6M | -21.9% | -17.3% | -4.6% | -17.6% |
| YTD | -24.6% | +4.0% | -28.6% | -26.5% |
| 1Y | -34.1% | -7.1% | -27.0% | -33.4% |
| 3Y | +36.3% | +90.2% | -54.0% | +3.0% |
| 5Y | -26.7% | +131.1% | -157.8% | -50.3% |
| All | +17.1% | +764.8% | -747.7% | -52.1% |
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