+19.0%
BABA vs TLN
+733.8%
-714.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.2% | -7.2% |
| 7D | -12.7% | +22.3% | -35.0% | -14.3% |
| 30D | -14.9% | +1.2% | -16.1% | -15.1% |
| 3M | -24.6% | +5.9% | -30.6% | -25.4% |
| 6M | -29.3% | +3.2% | -32.6% | -30.2% |
| YTD | -35.0% | +3.2% | -38.2% | -36.1% |
| 1Y | -39.7% | +5.2% | -44.9% | -40.8% |
| 3Y | +21.2% | +606.3% | -585.1% | +0.9% |
| All | +19.0% | +733.8% | -714.8% | -0.1% |
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