-16.6%
TLT vs BABA
+16.2%
-32.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +11.6% | -11.5% | +0.2% |
| 30D | +6.2% | +2.3% | +3.9% | +6.2% |
| 3M | +0.1% | -13.7% | +13.7% | -0.1% |
| 6M | -3.0% | -21.9% | +18.9% | -3.2% |
| YTD | -2.7% | -24.6% | +21.9% | -3.0% |
| 1Y | -4.8% | -34.1% | +29.3% | -5.3% |
| 3Y | +6.9% | +36.3% | -29.3% | +8.0% |
| 5Y | -34.5% | -26.7% | -7.7% | -35.5% |
| All | -16.6% | +16.2% | -32.8% | -20.5% |
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