-40.4%
BABA vs TSN
+12.4%
-52.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -13.8% | -1.4% | -12.3% | -13.5% |
| 30D | -15.1% | +8.5% | -23.6% | -16.6% |
| 3M | -22.7% | +5.3% | -28.0% | -23.7% |
| 6M | -34.7% | -10.5% | -24.2% | -32.3% |
| YTD | -35.0% | +3.0% | -38.0% | -38.6% |
| 1Y | -40.4% | +12.1% | -52.5% | -46.8% |
| All | -40.4% | +12.4% | -52.8% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling