-28.3%
BABA vs TSN
-14.6%
-13.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +11.6% | +4.6% | +7.0% | +10.3% |
| 30D | +2.3% | +15.4% | -13.1% | -1.5% |
| 3M | -13.7% | +2.9% | -16.6% | -14.5% |
| 6M | -21.9% | -10.8% | -11.1% | -19.7% |
| YTD | -24.6% | +4.5% | -29.1% | -26.2% |
| 1Y | -34.1% | +19.5% | -53.6% | -38.0% |
| 3Y | +36.3% | +42.2% | -6.0% | +20.2% |
| All | -28.3% | -14.6% | -13.7% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling