+1,410.4%
TSM vs BABA
+16.2%
+1,394.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.0% |
| 7D | -7.6% | +11.6% | -19.2% | -10.4% |
| 30D | -20.5% | +2.3% | -22.8% | -21.2% |
| 3M | -10.0% | -13.7% | +3.7% | -7.0% |
| 6M | -10.1% | -21.9% | +11.9% | -5.0% |
| YTD | +24.5% | -24.6% | +49.2% | +32.3% |
| 1Y | +31.2% | -34.1% | +65.3% | +44.2% |
| 3Y | +322.0% | +36.3% | +285.7% | +265.5% |
| 5Y | +245.3% | -26.7% | +272.0% | +236.2% |
| All | +1,410.4% | +16.2% | +1,394.2% | +1,042.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling