+3,009.1%
TSLA vs BABA
+14.9%
+2,994.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.4% |
| 7D | +1.5% | -3.6% | +5.0% | +2.6% |
| 30D | +3.4% | -8.4% | +11.7% | +6.3% |
| 3M | +17.4% | -20.6% | +38.0% | +26.4% |
| 6M | -12.2% | -25.4% | +13.2% | -3.7% |
| YTD | -13.1% | -30.1% | +17.0% | -3.1% |
| 1Y | -11.1% | -36.3% | +25.2% | +2.5% |
| 3Y | +82.1% | +30.4% | +51.7% | +47.7% |
| 5Y | +10.3% | -35.7% | +46.0% | +13.4% |
| 10Y | +3,009.1% | +16.0% | +2,993.1% | +2,212.7% |
| All | +3,009.1% | +14.9% | +2,994.2% | +2,212.7% |
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