+36.3%
BABA vs TNA
+105.1%
-68.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.8% |
| 7D | +11.6% | -7.0% | +18.6% | +12.8% |
| 30D | +2.3% | -6.4% | +8.7% | +3.1% |
| 3M | -13.7% | -25.7% | +12.0% | -9.5% |
| 6M | -21.9% | -19.7% | -2.2% | -19.8% |
| YTD | -24.6% | +18.3% | -42.9% | -28.3% |
| 1Y | -34.1% | +24.6% | -58.7% | -38.1% |
| 3Y | +36.3% | +112.8% | -76.6% | +6.8% |
| All | +36.3% | +105.1% | -68.8% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling