+16.0%
BABA vs TSLQ
-97.0%
+113.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +2.4% |
| 7D | -4.8% | -5.8% | +1.0% | -5.2% |
| 30D | -11.9% | -22.1% | +10.2% | -13.8% |
| 3M | -9.3% | +10.1% | -19.3% | -6.9% |
| 6M | -14.2% | -6.8% | -7.5% | -12.5% |
| YTD | -22.0% | +8.5% | -30.6% | -18.9% |
| 1Y | -12.7% | -49.7% | +37.0% | -13.6% |
| 3Y | +26.7% | -95.6% | +122.3% | +12.2% |
| All | +16.0% | -97.0% | +113.0% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling