+23.9%
BABA vs TNA
+51.4%
-27.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.6% |
| 7D | +11.6% | -7.0% | +18.6% | +13.2% |
| 30D | +2.3% | -6.4% | +8.7% | +3.4% |
| 3M | -13.7% | -25.7% | +12.0% | -8.1% |
| 6M | -21.9% | -19.7% | -2.2% | -19.1% |
| YTD | -24.6% | +18.3% | -42.9% | -29.5% |
| 1Y | -34.1% | +24.6% | -58.7% | -39.5% |
| 3Y | +36.3% | +112.8% | -76.6% | -1.0% |
| 5Y | -26.7% | -49.5% | +22.8% | -30.4% |
| 10Y | +19.2% | +76.4% | -57.2% | -34.3% |
| All | +23.9% | +51.4% | -27.5% | -34.1% |
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