-34.1%
BABA vs TMF
-22.9%
-11.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | +1.2% | +10.4% | +11.5% |
| 30D | +2.3% | +19.7% | -17.4% | +1.1% |
| 3M | -13.7% | -2.1% | -11.6% | -13.5% |
| 6M | -21.9% | -13.4% | -8.5% | -21.3% |
| YTD | -24.6% | -16.7% | -7.9% | -24.4% |
| 1Y | -34.1% | -23.3% | -10.8% | -35.7% |
| All | -34.1% | -22.9% | -11.2% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling