+34.5%
BABA vs TSLL
-27.3%
+61.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.9% | +24.5% | +4.2% |
| 7D | +8.6% | -28.9% | +37.5% | +11.0% |
| 30D | -1.1% | -21.4% | +20.3% | +0.2% |
| 3M | -15.9% | +5.0% | -20.9% | -17.2% |
| 6M | -17.5% | -36.6% | +19.0% | -16.4% |
| YTD | -25.6% | -56.6% | +31.1% | -22.8% |
| 1Y | -33.8% | -60.9% | +27.0% | -31.1% |
| All | +34.5% | -27.3% | +61.9% | +21.6% |
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