-39.8%
BABA vs TFC
+1.3%
-41.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -13.8% | +2.3% | -16.0% | -14.4% |
| 30D | -15.1% | +10.8% | -25.9% | -18.1% |
| 3M | -22.7% | -3.8% | -19.0% | -21.9% |
| 6M | -34.7% | +9.6% | -44.3% | -37.2% |
| YTD | -35.0% | +5.8% | -40.8% | -37.0% |
| 1Y | -40.4% | +16.2% | -56.6% | -44.2% |
| 3Y | +21.9% | +96.0% | -74.1% | -10.8% |
| All | -39.8% | +1.3% | -41.0% | -37.3% |
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