-27.7%
BABA vs TT
+128.8%
-156.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +4.1% |
| 7D | +8.6% | -9.0% | +17.5% | +11.8% |
| 30D | -1.1% | -17.6% | +16.5% | +5.1% |
| 3M | -15.9% | -18.7% | +2.7% | -10.4% |
| 6M | -17.5% | -17.4% | -0.1% | -13.0% |
| YTD | -25.6% | +1.5% | -27.1% | -27.0% |
| 1Y | -33.8% | -9.4% | -24.4% | -32.7% |
| 3Y | +34.6% | +85.1% | -50.5% | -3.0% |
| 5Y | -27.7% | +125.7% | -153.4% | -61.2% |
| All | -27.7% | +128.8% | -156.4% | -61.2% |
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