-39.8%
BABA vs TTMI
+416.2%
-456.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -13.8% | +11.4% | -25.2% | -15.4% |
| 30D | -15.1% | -28.3% | +13.2% | -12.0% |
| 3M | -22.7% | -46.7% | +23.9% | -16.2% |
| 6M | -34.7% | -56.1% | +21.4% | -27.9% |
| YTD | -35.0% | +7.4% | -42.4% | -42.7% |
| 1Y | -40.4% | +17.4% | -57.8% | -49.1% |
| 3Y | +21.9% | +429.1% | -407.2% | -37.4% |
| All | -39.8% | +416.2% | -456.0% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling