-21.9%
BABA vs TSLQ
-19.1%
-2.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.4% | +9.7% | +1.1% |
| 7D | +11.6% | +19.7% | -8.1% | +12.3% |
| 30D | +2.3% | +4.1% | -1.8% | +2.4% |
| 3M | -13.7% | -30.9% | +17.2% | -15.7% |
| 6M | -21.9% | -13.6% | -8.3% | -21.1% |
| All | -21.9% | -19.1% | -2.8% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling