+41.1%
TSLA vs BABA
-30.9%
+72.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.3% |
| 7D | +1.5% | -4.8% | +6.3% | +3.0% |
| 30D | +10.1% | -11.9% | +22.0% | +13.9% |
| 3M | -15.4% | -9.3% | -6.1% | -13.5% |
| 6M | -12.8% | -14.2% | +1.5% | -9.5% |
| YTD | -21.3% | -22.0% | +0.8% | -16.2% |
| 1Y | +4.6% | -12.7% | +17.3% | +7.1% |
| 3Y | +44.5% | +26.7% | +17.9% | +25.0% |
| All | +41.1% | -30.9% | +72.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling