+62.5%
T vs BABA
+8.5%
+54.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | -13.8% | +16.3% | +3.5% |
| 30D | -3.8% | -15.1% | +11.3% | -2.8% |
| 3M | -8.7% | -22.7% | +14.0% | -7.4% |
| 6M | -8.1% | -34.7% | +26.6% | -5.8% |
| YTD | -6.4% | -35.0% | +28.6% | -4.3% |
| 1Y | -9.8% | -40.4% | +30.7% | -7.2% |
| 3Y | +65.5% | +21.9% | +43.6% | +57.8% |
| 5Y | +57.0% | -39.9% | +96.8% | +57.0% |
| All | +62.5% | +8.5% | +54.0% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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