+17.1%
BABA vs TMF
-84.4%
+101.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | +1.2% | +10.4% | +11.7% |
| 30D | +2.3% | +19.7% | -17.4% | +3.0% |
| 3M | -13.7% | -2.1% | -11.6% | -13.7% |
| 6M | -21.9% | -13.4% | -8.5% | -22.3% |
| YTD | -24.6% | -16.7% | -7.9% | -25.1% |
| 1Y | -34.1% | -23.3% | -10.8% | -34.7% |
| 3Y | +36.3% | -24.8% | +61.1% | +36.2% |
| 5Y | -26.7% | -88.0% | +61.3% | -38.0% |
| All | +17.1% | -84.4% | +101.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling