-28.3%
BABA vs TW
+37.3%
-65.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +11.6% | +4.2% | +7.4% | +10.4% |
| 30D | +2.3% | +18.9% | -16.6% | -2.7% |
| 3M | -13.7% | +23.8% | -37.5% | -19.0% |
| 6M | -21.9% | +17.0% | -38.9% | -25.9% |
| YTD | -24.6% | +19.2% | -43.9% | -29.7% |
| 1Y | -34.1% | +20.1% | -54.2% | -38.8% |
| 3Y | +36.3% | +40.5% | -4.2% | +11.9% |
| All | -28.3% | +37.3% | -65.6% | -45.3% |
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