-24.9%
BABA vs TNA
+53.7%
-78.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.3% | -2.0% |
| 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% | -9.5% |
| 6M | -16.8% | +38.4% | -55.2% | -25.4% |
| YTD | -24.7% | +45.4% | -70.1% | -33.0% |
| 1Y | -24.9% | +55.9% | -80.9% | -33.4% |
| All | -24.9% | +53.7% | -78.7% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling