+15.7%
BABA vs TNA
+53.9%
-38.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.0% |
| 7D | +2.4% | -0.5% | +2.8% | +1.9% |
| 30D | -7.8% | -0.7% | -7.0% | -8.3% |
| 3M | -22.4% | -21.5% | -0.9% | -18.7% |
| 6M | -26.0% | -11.2% | -14.7% | -25.3% |
| YTD | -29.3% | +27.0% | -56.3% | -34.9% |
| 1Y | -37.5% | +28.0% | -65.5% | -43.0% |
| 3Y | +31.9% | +142.9% | -111.0% | -6.5% |
| 5Y | -33.4% | -42.6% | +9.1% | -39.0% |
| 10Y | +15.7% | +53.3% | -37.6% | -20.0% |
| All | +15.7% | +53.9% | -38.2% | -20.0% |
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