+16.7%
BABA vs TNA
+74.0%
-57.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.3% | -1.9% |
| 7D | -2.2% | -3.6% | +1.4% | -1.3% |
| 30D | -17.3% | -10.1% | -7.3% | -15.5% |
| 3M | -7.8% | +2.7% | -10.5% | -9.0% |
| 6M | -16.8% | +38.4% | -55.2% | -24.1% |
| YTD | -24.7% | +45.4% | -70.1% | -32.4% |
| 1Y | -24.9% | +55.9% | -80.9% | -34.3% |
| 3Y | +29.1% | +109.8% | -80.7% | -4.6% |
| 5Y | -30.5% | -22.5% | -8.0% | -40.1% |
| 10Y | +16.7% | +87.5% | -70.8% | -27.0% |
| All | +16.7% | +74.0% | -57.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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