+0.3%
TLT vs BABA
+29.8%
-29.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | -4.8% | +4.3% | -0.5% |
| 30D | -0.6% | -11.9% | +11.3% | -0.8% |
| 3M | -2.7% | -9.3% | +6.5% | -2.9% |
| 6M | -5.6% | -14.2% | +8.6% | -5.8% |
| YTD | -2.8% | -22.0% | +19.3% | -3.2% |
| 1Y | -1.4% | -12.7% | +11.3% | -1.5% |
| 3Y | -1.6% | +26.7% | -28.2% | -0.5% |
| 5Y | -33.8% | -29.3% | -4.5% | -34.8% |
| 10Y | -21.1% | +21.2% | -42.4% | -18.0% |
| All | +0.3% | +29.8% | -29.5% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling