+322.0%
TSM vs BABA
+34.4%
+287.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.1% |
| 7D | -7.6% | +11.6% | -19.2% | -9.9% |
| 30D | -20.5% | +2.3% | -22.8% | -21.0% |
| 3M | -10.0% | -13.7% | +3.7% | -7.5% |
| 6M | -10.1% | -21.9% | +11.9% | -5.7% |
| YTD | +24.5% | -24.6% | +49.2% | +31.0% |
| 1Y | +31.2% | -34.1% | +65.3% | +41.4% |
| 3Y | +322.0% | +36.3% | +285.7% | +297.5% |
| All | +322.0% | +34.4% | +287.6% | +297.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling