-13.3%
TSLA vs BABA
-34.7%
+21.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.3% | -4.4% |
| 7D | -4.7% | +4.3% | -9.0% | -5.7% |
| 30D | +1.7% | -5.0% | +6.7% | +2.8% |
| 3M | +17.7% | -18.4% | +36.0% | +22.9% |
| 6M | -1.9% | -20.3% | +18.4% | +3.5% |
| YTD | -14.3% | -27.5% | +13.2% | -6.2% |
| 1Y | -13.3% | -35.3% | +22.0% | -2.9% |
| All | -13.3% | -34.7% | +21.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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