-34.6%
TLT vs BABA
-28.1%
-6.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -0.3% | -13.7% | +13.3% | -0.2% |
| 6M | -3.4% | -21.9% | +18.6% | -3.1% |
| YTD | -3.1% | -24.6% | +21.5% | -2.9% |
| 1Y | -5.2% | -34.1% | +28.9% | -4.9% |
| 3Y | +6.5% | +36.3% | -29.8% | +5.4% |
| All | -34.6% | -28.1% | -6.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling