-3.4%
BABA vs TSLQ
-97.9%
+94.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.5% | -3.5% | -7.4% |
| 7D | -12.7% | -26.6% | +13.9% | -15.0% |
| 30D | -14.9% | -17.5% | +2.6% | -16.0% |
| 3M | -24.6% | -41.7% | +17.0% | -27.8% |
| 6M | -29.3% | -16.9% | -12.4% | -28.7% |
| YTD | -35.0% | -21.9% | -13.1% | -34.1% |
| 1Y | -39.7% | -32.5% | -7.2% | -39.4% |
| 3Y | +21.2% | -97.2% | +118.3% | +2.4% |
| All | -3.4% | -97.9% | +94.5% | -12.1% |
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