+16.0%
BABA vs TMF
-86.8%
+102.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -4.8% | -1.4% | -3.3% | -4.8% |
| 30D | -11.9% | -2.8% | -9.1% | -12.0% |
| 3M | -9.3% | -10.9% | +1.6% | -9.6% |
| 6M | -14.2% | -21.3% | +7.1% | -15.0% |
| YTD | -22.0% | -15.9% | -6.2% | -22.5% |
| 1Y | -12.7% | -15.7% | +3.0% | -13.2% |
| 3Y | +26.7% | -43.4% | +70.0% | +24.6% |
| 5Y | -29.3% | -87.8% | +58.4% | -39.4% |
| All | +16.0% | -86.8% | +102.7% | +16.7% |
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