-17.5%
BABA vs TT
-19.6%
+2.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.2% |
| 7D | +8.6% | -9.0% | +17.5% | +10.1% |
| 30D | -1.1% | -17.6% | +16.5% | +2.1% |
| 3M | -15.9% | -18.7% | +2.7% | -13.3% |
| 6M | -17.5% | -17.4% | -0.1% | -16.1% |
| All | -17.5% | -19.6% | +2.1% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling