+11.7%
BABA vs TNA
+33.3%
-21.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -13.8% | +3.7% | -17.5% | -14.6% |
| 30D | -15.1% | +4.4% | -19.5% | -16.5% |
| 3M | -22.7% | -26.7% | +3.9% | -17.7% |
| 6M | -34.7% | -12.8% | -21.8% | -33.8% |
| YTD | -35.0% | +22.7% | -57.7% | -39.7% |
| 1Y | -40.4% | +35.7% | -76.1% | -46.3% |
| 3Y | +21.9% | +134.6% | -112.7% | -13.0% |
| 5Y | -39.9% | -46.0% | +6.1% | -44.1% |
| All | +11.7% | +33.3% | -21.6% | -26.4% |
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