+33.7%
BABA vs TTMI
+816.8%
-783.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.6% | +0.2% |
| 7D | -4.8% | +5.9% | -10.6% | -5.5% |
| 30D | -11.9% | -4.3% | -7.6% | -11.8% |
| 3M | -9.3% | -32.0% | +22.8% | -5.7% |
| 6M | -14.2% | +19.5% | -33.7% | -19.1% |
| YTD | -22.0% | +82.0% | -104.1% | -31.4% |
| 1Y | -12.7% | +172.6% | -185.3% | -29.6% |
| All | +33.7% | +816.8% | -783.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 3y: compounded portfolio wealth divided by compounded TTMI 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…
3y analysis · Full analysis span regression · 6 months rolling