+22.3%
BABA vs TT
+915.0%
-892.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +4.2% |
| 7D | +8.6% | -9.0% | +17.5% | +12.1% |
| 30D | -1.1% | -17.6% | +16.5% | +5.7% |
| 3M | -15.9% | -18.7% | +2.7% | -9.9% |
| 6M | -17.5% | -17.4% | -0.1% | -12.6% |
| YTD | -25.6% | +1.5% | -27.1% | -27.0% |
| 1Y | -33.8% | -9.4% | -24.4% | -32.5% |
| 3Y | +34.6% | +85.1% | -50.5% | +0.8% |
| 5Y | -27.7% | +125.7% | -153.4% | -51.6% |
| 10Y | +17.7% | +757.3% | -739.6% | -60.9% |
| All | +22.3% | +915.0% | -892.7% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling