-37.5%
BABA vs TMF
-25.6%
-11.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -2.2% |
| 7D | +2.4% | -1.1% | +3.4% | +2.5% |
| 30D | -7.8% | +11.8% | -19.6% | -8.3% |
| 3M | -22.4% | -4.0% | -18.3% | -22.0% |
| 6M | -26.0% | -16.5% | -9.5% | -25.2% |
| YTD | -29.3% | -19.9% | -9.4% | -28.9% |
| 1Y | -37.5% | -25.6% | -11.9% | -38.6% |
| All | -37.5% | -25.6% | -11.9% | -38.6% |
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