+15.4%
BABA vs TSLQ
-97.3%
+112.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -1.2% |
| 7D | -0.2% | -8.6% | +8.4% | -0.9% |
| 30D | -12.3% | -24.9% | +12.6% | -14.5% |
| 3M | -5.3% | -1.5% | -3.8% | -4.0% |
| 6M | -13.1% | -18.1% | +5.0% | -12.4% |
| YTD | -22.4% | -0.1% | -22.3% | -20.0% |
| 1Y | -19.5% | -51.4% | +31.9% | -20.6% |
| 3Y | +32.9% | -95.9% | +128.9% | +17.3% |
| All | +15.4% | -97.3% | +112.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling