-33.5%
BABA vs TW
+221.1%
-254.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -4.8% | -2.3% | -2.4% | -4.2% |
| 30D | -11.9% | +3.9% | -15.8% | -12.8% |
| 3M | -9.3% | +5.7% | -15.0% | -11.0% |
| 6M | -14.2% | -14.5% | +0.3% | -11.3% |
| YTD | -22.0% | -0.9% | -21.2% | -23.0% |
| 1Y | -12.7% | -13.5% | +0.8% | -10.4% |
| 3Y | +26.7% | +25.0% | +1.7% | +12.7% |
| 5Y | -29.3% | +22.7% | -52.0% | -38.7% |
| All | -33.5% | +221.1% | -254.6% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling