-39.8%
BABA vs TT
+131.0%
-170.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.5% |
| 7D | -13.8% | +4.0% | -17.8% | -14.9% |
| 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% | -41.7% |
| 3Y | +21.9% | +91.5% | -69.5% | -12.9% |
| All | -39.8% | +131.0% | -170.8% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling