+15.7%
BABA vs TT
+744.7%
-729.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +2.4% | +0.8% | +1.5% | +1.9% |
| 30D | -7.8% | -11.8% | +4.0% | -4.2% |
| 3M | -22.4% | -11.6% | -10.8% | -19.5% |
| 6M | -26.0% | -9.3% | -16.7% | -24.3% |
| YTD | -29.3% | +8.9% | -38.2% | -32.2% |
| 1Y | -37.5% | -2.2% | -35.3% | -38.0% |
| 3Y | +31.9% | +91.9% | -60.0% | -0.7% |
| 5Y | -33.4% | +136.0% | -169.4% | -55.4% |
| 10Y | +15.7% | +734.7% | -719.0% | -57.5% |
| All | +15.7% | +744.7% | -729.0% | -57.5% |
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