+15.8%
BABA vs TFC
+90.1%
-74.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.2% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -5.4% | +9.2% | -14.5% | -7.6% |
| 3M | -17.9% | -2.9% | -15.0% | -17.4% |
| 6M | -24.1% | +3.5% | -27.6% | -25.2% |
| YTD | -27.4% | +5.4% | -32.9% | -29.1% |
| 1Y | -36.1% | +17.3% | -53.4% | -39.3% |
| 3Y | +35.4% | +96.7% | -61.3% | +9.2% |
| 5Y | -30.1% | -1.1% | -29.0% | -33.7% |
| 10Y | +15.8% | +84.7% | -68.9% | +3.8% |
| All | +15.8% | +90.1% | -74.2% | +3.8% |
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