-33.3%
TLT vs BABA
-30.9%
-2.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | -4.8% | +4.3% | -0.4% |
| 30D | -0.6% | -11.9% | +11.3% | -0.5% |
| 3M | -2.7% | -9.3% | +6.5% | -2.7% |
| 6M | -5.6% | -14.2% | +8.6% | -5.5% |
| YTD | -2.8% | -22.0% | +19.3% | -2.6% |
| 1Y | -1.4% | -12.7% | +11.3% | -1.4% |
| 3Y | -1.6% | +26.7% | -28.2% | -2.2% |
| All | -33.3% | -30.9% | -2.4% | -38.8% |
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 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