-4.8%
TLT vs BABA
-34.6%
+29.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +11.6% | -11.5% | 0.0% |
| 30D | +6.2% | +2.3% | +3.9% | +6.1% |
| 3M | +0.1% | -13.7% | +13.7% | +0.2% |
| 6M | -3.0% | -21.9% | +18.9% | -2.4% |
| YTD | -2.7% | -24.6% | +21.9% | -2.2% |
| 1Y | -4.8% | -34.1% | +29.3% | -4.8% |
| All | -4.8% | -34.6% | +29.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling