-35.3%
BABA vs TLN
-17.6%
-17.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.5% | +13.4% | +5.7% |
| 7D | +4.3% | -6.0% | +10.3% | +4.8% |
| 30D | -5.0% | -1.5% | -3.4% | -5.2% |
| 3M | -18.4% | -3.9% | -14.5% | -18.6% |
| 6M | -20.3% | -15.0% | -5.2% | -19.3% |
| YTD | -27.5% | -12.8% | -14.7% | -27.5% |
| 1Y | -35.3% | -17.3% | -18.0% | -34.6% |
| All | -35.3% | -17.6% | -17.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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