+27.1%
BABA vs TSLL
-30.6%
+57.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.8% | +13.1% | +2.2% |
| 7D | -4.8% | +1.9% | -6.7% | -5.1% |
| 30D | -11.9% | +17.8% | -29.7% | -13.5% |
| 3M | -9.3% | -37.0% | +27.7% | -7.2% |
| 6M | -14.2% | -37.7% | +23.4% | -12.6% |
| YTD | -22.0% | -51.4% | +29.3% | -19.3% |
| 1Y | -12.7% | -23.4% | +10.7% | -12.8% |
| All | +27.1% | -30.6% | +57.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling