+36.0%
TSM vs BABA
-34.7%
+70.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.6% |
| 7D | -10.0% | +4.3% | -14.2% | -11.1% |
| 30D | -18.5% | -5.0% | -13.6% | -17.4% |
| 3M | -4.9% | -18.4% | +13.5% | +0.4% |
| 6M | -1.0% | -20.3% | +19.3% | +5.8% |
| YTD | +31.3% | -27.5% | +58.8% | +43.3% |
| 1Y | +36.0% | -35.3% | +71.3% | +50.2% |
| All | +36.0% | -34.7% | +70.7% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling