+1,972.1%
TSLA vs BABA
+25.5%
+1,946.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.8% |
| 7D | -10.4% | +11.6% | -22.0% | -14.2% |
| 30D | -5.2% | +2.3% | -7.5% | -6.3% |
| 3M | +12.1% | -13.7% | +25.8% | +17.0% |
| 6M | -10.2% | -21.9% | +11.7% | -3.2% |
| YTD | -20.3% | -24.6% | +4.3% | -13.6% |
| 1Y | -19.7% | -34.1% | +14.4% | -8.5% |
| 3Y | +63.4% | +36.3% | +27.1% | +31.6% |
| 5Y | -12.1% | -26.7% | +14.7% | -15.5% |
| 10Y | +2,719.7% | +19.2% | +2,700.5% | +2,112.0% |
| All | +1,972.1% | +25.5% | +1,946.6% | +1,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling