-19.5%
BABA vs TSN
-3.0%
-16.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -0.2% | -5.0% | +4.9% | +0.6% |
| 30D | -12.3% | -9.1% | -3.2% | -10.9% |
| 3M | -5.3% | -7.4% | +2.1% | -4.6% |
| 6M | -13.1% | -13.4% | +0.3% | -11.6% |
| YTD | -22.4% | -8.5% | -13.9% | -22.9% |
| 1Y | -19.5% | -3.2% | -16.3% | -14.3% |
| All | -19.5% | -3.0% | -16.5% | -14.3% |
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