+90.5%
T vs BABA
+23.9%
+66.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.2% |
| 7D | +4.3% | +8.6% | -4.3% | +3.7% |
| 30D | -9.7% | -1.1% | -8.6% | -9.7% |
| 3M | -4.3% | -15.9% | +11.6% | -3.3% |
| 6M | -13.7% | -17.5% | +3.9% | -12.8% |
| YTD | -8.0% | -25.6% | +17.6% | -6.6% |
| 1Y | -6.9% | -33.8% | +26.9% | -4.8% |
| 3Y | +59.7% | +34.6% | +25.1% | +51.5% |
| 5Y | +53.4% | -27.7% | +81.1% | +50.8% |
| 10Y | +58.2% | +17.7% | +40.5% | +44.8% |
| All | +90.5% | +23.9% | +66.7% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling