+33.0%
TSM vs BABA
-36.6%
+69.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +4.5% |
| 7D | -2.5% | +3.8% | -6.3% | -3.7% |
| 30D | -14.3% | -5.4% | -8.9% | -13.1% |
| 3M | -7.2% | -17.9% | +10.7% | -2.3% |
| 6M | -5.1% | -24.1% | +18.9% | +3.5% |
| YTD | +28.9% | -27.4% | +56.3% | +40.6% |
| All | +33.0% | -36.6% | +69.6% | +47.3% |
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