+2,533.1%
TSLA vs BABA
+15.9%
+2,517.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.4% |
| 7D | +1.5% | -4.8% | +6.3% | +3.3% |
| 30D | +10.1% | -11.9% | +22.0% | +14.8% |
| 3M | -15.4% | -9.3% | -6.1% | -13.1% |
| 6M | -12.8% | -14.2% | +1.5% | -8.9% |
| YTD | -21.3% | -22.0% | +0.8% | -15.2% |
| 1Y | +4.6% | -12.7% | +17.3% | +7.2% |
| 3Y | +44.5% | +26.7% | +17.9% | +19.8% |
| 5Y | +44.8% | -29.3% | +74.1% | +43.6% |
| All | +2,533.1% | +15.9% | +2,517.2% | +1,881.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling