-31.3%
BABA vs TSN
-22.4%
-8.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | -4.8% | -6.3% | +1.6% | -3.2% |
| 30D | -11.9% | -10.8% | -1.1% | -9.3% |
| 3M | -9.3% | -8.8% | -0.5% | -7.5% |
| 6M | -14.2% | -16.8% | +2.6% | -10.5% |
| YTD | -22.0% | -10.0% | -12.0% | -20.6% |
| 1Y | -12.7% | -5.3% | -7.5% | -12.5% |
| 3Y | +26.7% | +8.5% | +18.1% | +20.6% |
| All | -31.3% | -22.4% | -8.9% | -27.7% |
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