+1,643.1%
TSM vs BABA
+8.5%
+1,634.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | -13.8% | +20.0% | +10.3% |
| 30D | -7.3% | -15.1% | +7.8% | -3.5% |
| 3M | -7.1% | -22.7% | +15.6% | -1.3% |
| 6M | +0.2% | -34.7% | +34.9% | +10.9% |
| YTD | +32.2% | -35.0% | +67.3% | +45.9% |
| 1Y | +42.8% | -40.4% | +83.2% | +60.9% |
| 3Y | +330.4% | +21.9% | +308.5% | +283.3% |
| 5Y | +263.9% | -39.9% | +303.8% | +275.2% |
| All | +1,643.1% | +8.5% | +1,634.6% | +1,236.5% |
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 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