+55.5%
T vs BABA
+16.2%
+39.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | +1.0% | +11.6% | -10.6% | +0.3% |
| 30D | -10.6% | +2.3% | -12.9% | -10.8% |
| 3M | -7.7% | -13.7% | +5.9% | -7.0% |
| 6M | -13.3% | -21.9% | +8.6% | -12.1% |
| YTD | -8.8% | -24.6% | +15.9% | -7.5% |
| 1Y | -8.4% | -34.1% | +25.7% | -6.3% |
| 3Y | +59.6% | +36.3% | +23.4% | +51.4% |
| 5Y | +52.1% | -26.7% | +78.8% | +49.9% |
| All | +55.5% | +16.2% | +39.3% | +52.6% |
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