+28.2%
BABA vs TNA
+96.8%
-68.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -11.9% | -4.9% | -7.0% | -11.1% |
| 3M | -9.3% | +0.4% | -9.6% | -10.1% |
| 6M | -14.2% | +32.5% | -46.8% | -21.3% |
| YTD | -22.0% | +53.7% | -75.8% | -31.1% |
| 1Y | -12.7% | +65.1% | -77.8% | -25.0% |
| 3Y | +26.7% | +98.4% | -71.8% | -5.9% |
| 5Y | -29.3% | -22.5% | -6.9% | -39.1% |
| 10Y | +21.2% | +82.5% | -61.3% | -32.6% |
| All | +28.2% | +96.8% | -68.6% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling