+23.9%
BABA vs TTMI
+801.2%
-777.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.9% | -5.6% | 0.0% |
| 7D | +11.6% | -19.8% | +31.4% | +15.5% |
| 30D | +2.3% | -48.1% | +50.4% | +13.6% |
| 3M | -13.7% | -51.2% | +37.5% | -3.8% |
| 6M | -21.9% | -59.6% | +37.7% | -11.4% |
| YTD | -24.6% | -3.6% | -21.0% | -31.7% |
| 1Y | -34.1% | -2.3% | -31.8% | -41.2% |
| 3Y | +36.3% | +369.4% | -333.1% | -22.0% |
| 5Y | -26.7% | +365.4% | -392.2% | -59.3% |
| 10Y | +19.2% | +413.2% | -394.0% | -38.5% |
| All | +23.9% | +801.2% | -777.3% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling