-44.6%
BABA vs TW
+298.0%
-342.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.8% | -7.3% |
| 7D | -12.7% | +3.2% | -15.9% | -13.4% |
| 30D | -14.9% | +19.7% | -34.6% | -18.9% |
| 3M | -24.6% | +26.8% | -51.5% | -29.4% |
| 6M | -29.3% | +20.9% | -50.2% | -33.3% |
| YTD | -35.0% | +22.9% | -57.9% | -39.5% |
| 1Y | -39.7% | +20.4% | -60.0% | -43.5% |
| 3Y | +21.2% | +42.9% | -21.7% | +4.7% |
| 5Y | -39.9% | +40.2% | -80.1% | -49.7% |
| All | -44.6% | +298.0% | -342.6% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling