-28.3%
BABA vs TFC
-2.5%
-25.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +11.6% | +1.2% | +10.4% | +11.2% |
| 30D | +2.3% | +8.3% | -6.0% | -0.5% |
| 3M | -13.7% | -5.2% | -8.5% | -12.3% |
| 6M | -21.9% | -0.8% | -21.1% | -22.3% |
| YTD | -24.6% | +3.4% | -28.1% | -26.4% |
| 1Y | -34.1% | +17.0% | -51.1% | -38.5% |
| 3Y | +36.3% | +86.2% | -49.9% | +1.8% |
| All | -28.3% | -2.5% | -25.7% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling