+15.7%
BABA vs TFC
+82.1%
-66.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +2.4% | +1.7% | +0.6% | +1.9% |
| 30D | -7.8% | +9.0% | -16.8% | -9.9% |
| 3M | -22.4% | -2.1% | -20.2% | -22.0% |
| 6M | -26.0% | +3.4% | -29.3% | -27.1% |
| YTD | -29.3% | +5.3% | -34.6% | -30.8% |
| 1Y | -37.5% | +16.2% | -53.7% | -40.6% |
| 3Y | +31.9% | +94.8% | -62.9% | +6.6% |
| 5Y | -33.4% | -0.7% | -32.8% | -36.9% |
| 10Y | +15.7% | +80.9% | -65.2% | +1.1% |
| All | +15.7% | +82.1% | -66.4% | +1.1% |
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