+27.5%
BABA vs TSLL
-58.7%
+86.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.6% | -7.4% | +0.5% |
| 7D | +11.6% | -21.2% | +32.9% | +13.5% |
| 30D | +2.3% | -13.3% | +15.6% | +3.0% |
| 3M | -13.7% | +15.4% | -29.1% | -15.9% |
| 6M | -21.9% | -34.2% | +12.3% | -20.9% |
| YTD | -24.6% | -52.9% | +28.3% | -21.9% |
| 1Y | -34.1% | -54.3% | +20.2% | -31.8% |
| 3Y | +36.3% | -18.4% | +54.6% | +17.4% |
| All | +27.5% | -58.7% | +86.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling