+38.0%
BABA vs TLN
+630.2%
-592.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +0.6% |
| 7D | +11.6% | -1.3% | +12.9% | +11.6% |
| 30D | +2.3% | -10.5% | +12.8% | +3.2% |
| 3M | -13.7% | +0.1% | -13.8% | -14.2% |
| 6M | -21.9% | -17.4% | -4.5% | -21.0% |
| YTD | -24.6% | -9.7% | -15.0% | -24.9% |
| 1Y | -34.1% | -12.3% | -21.8% | -34.3% |
| 3Y | +36.3% | +528.3% | -492.0% | +14.3% |
| All | +38.0% | +630.2% | -592.2% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling