+273.1%
TSM vs BABA
-30.9%
+304.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.6% |
| 7D | +2.7% | -4.8% | +7.5% | +3.8% |
| 30D | +3.6% | -11.9% | +15.5% | +6.1% |
| 3M | -3.4% | -9.3% | +5.9% | -1.9% |
| 6M | +20.6% | -14.2% | +34.9% | +23.7% |
| YTD | +41.9% | -22.0% | +63.9% | +48.2% |
| 1Y | +84.4% | -12.7% | +97.1% | +87.8% |
| 3Y | +380.2% | +26.7% | +353.6% | +342.9% |
| All | +273.1% | -30.9% | +304.0% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling