+16.0%
BABA vs TFC
+81.3%
-65.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -8.4% | +7.8% | -16.1% | -10.2% |
| 3M | -20.6% | -3.0% | -17.6% | -20.1% |
| 6M | -25.4% | +5.8% | -31.2% | -27.0% |
| YTD | -30.1% | +5.3% | -35.4% | -31.6% |
| 1Y | -36.3% | +15.7% | -52.0% | -39.3% |
| 3Y | +30.4% | +94.8% | -64.4% | +5.4% |
| 5Y | -35.7% | 0.0% | -35.8% | -39.2% |
| 10Y | +16.0% | +79.0% | -63.0% | -0.7% |
| All | +16.0% | +81.3% | -65.3% | -0.7% |
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