+11.7%
BABA vs TT
+725.1%
-713.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.5% |
| 7D | -13.8% | +4.0% | -17.8% | -15.0% |
| 30D | -15.1% | -11.3% | -3.8% | -12.0% |
| 3M | -22.7% | -12.3% | -10.4% | -19.7% |
| 6M | -34.7% | -10.8% | -23.8% | -32.8% |
| YTD | -35.0% | +8.2% | -43.2% | -37.6% |
| 1Y | -40.4% | +1.5% | -41.9% | -41.6% |
| 3Y | +21.9% | +91.5% | -69.5% | -8.1% |
| 5Y | -39.9% | +130.2% | -170.1% | -59.3% |
| All | +11.7% | +725.1% | -713.4% | -58.3% |
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