+15.8%
BABA vs TSN
+13.2%
+2.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +3.8% | +4.9% | -1.1% | +2.8% |
| 30D | -5.4% | +12.1% | -17.4% | -7.6% |
| 3M | -17.9% | +4.1% | -22.1% | -18.7% |
| 6M | -24.1% | -10.9% | -13.2% | -22.5% |
| YTD | -27.4% | +4.8% | -32.2% | -28.6% |
| 1Y | -36.1% | +17.6% | -53.7% | -38.6% |
| 3Y | +35.4% | +43.2% | -7.9% | +24.0% |
| 5Y | -30.1% | -13.9% | -16.2% | -29.7% |
| 10Y | +15.8% | +11.8% | +4.0% | +8.0% |
| All | +15.8% | +13.2% | +2.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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