+19.0%
BABA vs TLN
+710.8%
-691.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -13.8% | +11.0% | -24.8% | -14.6% |
| 30D | -15.1% | +4.9% | -20.0% | -15.7% |
| 3M | -22.7% | +4.9% | -27.7% | -23.4% |
| 6M | -34.7% | +7.1% | -41.8% | -35.7% |
| YTD | -35.0% | +0.3% | -35.3% | -35.9% |
| 1Y | -40.4% | +5.9% | -46.3% | -41.6% |
| 3Y | +21.9% | +578.5% | -556.6% | +2.2% |
| All | +19.0% | +710.8% | -691.8% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling