-34.7%
TLT vs BABA
-35.2%
+0.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.0% | -3.6% | +2.6% | -1.0% |
| 30D | +3.7% | -8.4% | +12.0% | +3.8% |
| 3M | -0.8% | -20.6% | +19.8% | -0.5% |
| 6M | -3.6% | -25.4% | +21.8% | -3.3% |
| YTD | -3.9% | -30.1% | +26.2% | -3.6% |
| 1Y | -6.2% | -36.3% | +30.1% | -5.8% |
| 3Y | +4.2% | +30.4% | -26.2% | +3.1% |
| 5Y | -34.7% | -35.7% | +1.1% | -38.7% |
| All | -34.7% | -35.2% | +0.6% | -38.7% |
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