+7.9%
BABA vs TSLQ
-97.6%
+105.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.1% | +7.4% | -4.7% |
| 7D | +3.8% | +8.5% | -4.7% | +4.8% |
| 30D | -5.4% | -4.8% | -0.6% | -5.5% |
| 3M | -17.9% | -34.9% | +16.9% | -20.6% |
| 6M | -24.1% | -10.6% | -13.4% | -22.9% |
| YTD | -27.4% | -13.4% | -14.1% | -25.7% |
| 1Y | -36.1% | -25.9% | -10.2% | -35.2% |
| 3Y | +35.4% | -96.9% | +132.3% | +15.0% |
| All | +7.9% | -97.6% | +105.5% | -0.9% |
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