-35.9%
BABA vs TFC
+16.9%
-52.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -3.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | -5.4% | +9.2% | -14.5% | -5.9% |
| 3M | -17.9% | -2.9% | -15.0% | -17.9% |
| 6M | -24.1% | +3.5% | -27.6% | -24.7% |
| YTD | -27.4% | +5.4% | -32.9% | -28.7% |
| All | -35.9% | +16.9% | -52.8% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling