+17.6%
BABA vs TFC
+105.4%
-87.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.8% | +2.4% | -7.2% | -5.4% |
| 30D | -11.9% | -1.3% | -10.6% | -11.7% |
| 3M | -9.3% | +6.1% | -15.3% | -11.0% |
| 6M | -14.2% | +7.3% | -21.6% | -16.4% |
| YTD | -22.0% | +8.2% | -30.2% | -24.2% |
| 1Y | -12.7% | +14.4% | -27.1% | -16.6% |
| 3Y | +26.7% | +93.7% | -67.1% | +2.5% |
| 5Y | -29.3% | +16.4% | -45.7% | -35.3% |
| All | +17.6% | +105.4% | -87.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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