+23.9%
BABA vs TFC
+102.4%
-78.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +11.6% | +1.2% | +10.4% | +11.3% |
| 30D | +2.3% | +8.3% | -6.0% | -0.1% |
| 3M | -13.7% | -5.2% | -8.5% | -12.5% |
| 6M | -21.9% | -0.8% | -21.1% | -22.2% |
| YTD | -24.6% | +3.4% | -28.1% | -26.0% |
| 1Y | -34.1% | +17.0% | -51.1% | -37.6% |
| 3Y | +36.3% | +86.2% | -49.9% | +10.1% |
| 5Y | -26.7% | -2.3% | -24.4% | -30.1% |
| 10Y | +19.2% | +93.9% | -74.7% | -16.0% |
| All | +23.9% | +102.4% | -78.5% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling