-30.1%
BABA vs TT
+139.1%
-169.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -5.2% |
| 7D | +3.8% | +1.7% | +2.1% | +3.0% |
| 30D | -5.4% | -11.8% | +6.5% | -1.7% |
| 3M | -17.9% | -12.6% | -5.3% | -14.6% |
| 6M | -24.1% | -9.4% | -14.7% | -22.4% |
| YTD | -27.4% | +8.8% | -36.3% | -30.5% |
| 1Y | -36.1% | -2.5% | -33.5% | -36.5% |
| 3Y | +35.4% | +95.7% | -60.3% | -4.0% |
| 5Y | -30.1% | +135.7% | -165.8% | -63.4% |
| All | -30.1% | +139.1% | -169.2% | -63.4% |
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