-37.5%
BABA vs TFC
+16.8%
-54.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +2.4% | +1.7% | +0.6% | +2.2% |
| 30D | -7.8% | +9.0% | -16.8% | -8.3% |
| 3M | -22.4% | -2.1% | -20.2% | -22.4% |
| 6M | -26.0% | +3.4% | -29.3% | -26.6% |
| YTD | -29.3% | +5.3% | -34.6% | -30.5% |
| 1Y | -37.5% | +16.2% | -53.7% | -34.8% |
| All | -37.5% | +16.8% | -54.3% | -34.8% |
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 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