-42.3%
BABA vs TENB
+31.4%
-73.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.4% |
| 7D | +3.8% | -8.0% | +11.8% | +5.4% |
| 30D | -5.4% | +5.0% | -10.4% | -7.0% |
| 3M | -17.9% | +20.0% | -38.0% | -22.4% |
| 6M | -24.1% | +100.0% | -124.1% | -37.0% |
| YTD | -27.4% | +85.6% | -113.0% | -39.5% |
| 1Y | -36.1% | +57.8% | -93.9% | -44.6% |
| 3Y | +35.4% | +17.6% | +17.7% | +22.5% |
| 5Y | -30.1% | -21.7% | -8.4% | -33.4% |
| All | -42.3% | +31.4% | -73.7% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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