-12.5%
TLT vs BABA
+15.0%
-27.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.8% | 0.0% |
| 7D | +0.3% | +3.8% | -3.5% | +0.3% |
| 30D | +5.1% | -5.4% | +10.5% | +5.0% |
| 3M | -0.2% | -17.9% | +17.7% | -0.4% |
| 6M | -2.9% | -24.1% | +21.2% | -3.2% |
| YTD | -2.7% | -27.4% | +24.8% | -3.0% |
| 1Y | -4.6% | -36.1% | +31.5% | -5.1% |
| 3Y | +6.1% | +35.4% | -29.3% | +7.2% |
| 5Y | -35.1% | -30.1% | -5.0% | -36.3% |
| 10Y | -12.5% | +15.8% | -28.3% | -15.3% |
| All | -12.5% | +15.0% | -27.5% | -15.3% |
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