-35.1%
BABA vs TSLQ
-26.3%
-8.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | -1.6% |
| 7D | -3.6% | -7.3% | +3.7% | -3.9% |
| 30D | -8.4% | -13.2% | +4.9% | -9.1% |
| 3M | -20.6% | -37.6% | +17.0% | -23.8% |
| 6M | -25.4% | -9.3% | -16.1% | -22.0% |
| YTD | -30.1% | -19.1% | -11.1% | -28.3% |
| All | -35.1% | -26.3% | -8.8% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling