-39.8%
BABA vs TW
+41.2%
-81.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -13.8% | +3.9% | -17.7% | -14.7% |
| 30D | -15.1% | +19.9% | -35.0% | -19.5% |
| 3M | -22.7% | +25.9% | -48.7% | -27.8% |
| 6M | -34.7% | +21.1% | -55.8% | -38.6% |
| YTD | -35.0% | +23.9% | -58.9% | -40.1% |
| 1Y | -40.4% | +21.2% | -61.6% | -44.7% |
| 3Y | +21.9% | +44.8% | -22.9% | -0.7% |
| All | -39.8% | +41.2% | -81.0% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling