+6.1%
TLT vs BABA
+32.4%
-26.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.8% | +0.1% |
| 7D | +0.3% | +3.8% | -3.5% | +0.3% |
| 30D | +5.1% | -5.4% | +10.5% | +5.1% |
| 3M | -0.2% | -17.9% | +17.7% | -0.2% |
| 6M | -2.9% | -24.1% | +21.2% | -2.8% |
| YTD | -2.7% | -27.4% | +24.8% | -2.6% |
| 1Y | -4.6% | -36.1% | +31.5% | -4.5% |
| 3Y | +6.1% | +35.4% | -29.3% | +4.6% |
| All | +6.1% | +32.4% | -26.3% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling