+22.3%
BABA vs TFC
+104.3%
-82.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.7% | +3.2% |
| 7D | +8.6% | +1.1% | +7.5% | +8.3% |
| 30D | -1.1% | +7.8% | -8.9% | -3.2% |
| 3M | -15.9% | -4.8% | -11.2% | -14.9% |
| 6M | -17.5% | +1.8% | -19.4% | -18.4% |
| YTD | -25.6% | +4.4% | -30.0% | -27.1% |
| 1Y | -33.8% | +18.0% | -51.8% | -37.5% |
| 3Y | +34.6% | +85.2% | -50.6% | +9.0% |
| 5Y | -27.7% | -1.4% | -26.3% | -31.2% |
| 10Y | +17.7% | +95.7% | -78.0% | -17.2% |
| All | +22.3% | +104.3% | -82.0% | -17.4% |
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