-29.9%
BABA vs TNA
-21.0%
-8.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.2% | +4.1% | -4.2% | -1.3% |
| 30D | -12.3% | -7.6% | -4.6% | -10.6% |
| 3M | -5.3% | +8.1% | -13.4% | -8.2% |
| 6M | -13.1% | +49.0% | -62.1% | -23.7% |
| YTD | -22.4% | +51.7% | -74.2% | -32.6% |
| 1Y | -19.5% | +59.6% | -79.1% | -31.8% |
| 3Y | +32.9% | +118.9% | -85.9% | -11.3% |
| 5Y | -29.9% | -19.2% | -10.7% | -42.5% |
| All | -29.9% | -21.0% | -8.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling