+2,223.3%
TSM vs BABA
+23.9%
+2,199.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.6% | -13.4% | -11.5% |
| 7D | -18.2% | +8.6% | -26.8% | -20.1% |
| 30D | -26.8% | -1.1% | -25.7% | -26.8% |
| 3M | -14.5% | -15.9% | +1.4% | -11.0% |
| 6M | -10.0% | -17.5% | +7.5% | -6.4% |
| YTD | +17.1% | -25.6% | +42.7% | +24.8% |
| 1Y | +21.5% | -33.8% | +55.4% | +33.4% |
| 3Y | +300.4% | +34.6% | +265.8% | +248.2% |
| 5Y | +224.7% | -27.7% | +252.4% | +214.2% |
| 10Y | +1,372.7% | +17.7% | +1,355.0% | +1,076.7% |
| All | +2,223.3% | +23.9% | +2,199.4% | +1,614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling