+36.3%
BABA vs TSLQ
-96.3%
+132.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.4% | +9.7% | +0.6% |
| 7D | +11.6% | +19.7% | -8.1% | +13.4% |
| 30D | +2.3% | +4.1% | -1.8% | +2.9% |
| 3M | -13.7% | -30.9% | +17.2% | -15.8% |
| 6M | -21.9% | -13.6% | -8.3% | -21.1% |
| YTD | -24.6% | -2.6% | -22.1% | -22.4% |
| 1Y | -34.1% | -10.4% | -23.7% | -32.3% |
| 3Y | +36.3% | -96.4% | +132.6% | +22.7% |
| All | +36.3% | -96.3% | +132.6% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling