-35.3%
BABA vs TSLL
-48.4%
+13.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.3% | +11.2% | +5.5% |
| 7D | +4.3% | -9.4% | +13.7% | +5.2% |
| 30D | -5.0% | +1.6% | -6.5% | -5.3% |
| 3M | -18.4% | +29.4% | -47.8% | -21.6% |
| 6M | -20.3% | -20.1% | -0.1% | -19.9% |
| YTD | -27.5% | -44.5% | +17.0% | -25.1% |
| 1Y | -35.3% | -46.0% | +10.7% | -33.3% |
| All | -35.3% | -48.4% | +13.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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