-28.3%
BABA vs TMF
-88.0%
+59.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | +1.2% | +10.4% | +11.6% |
| 30D | +2.3% | +19.7% | -17.4% | +1.4% |
| 3M | -13.7% | -2.1% | -11.6% | -13.6% |
| 6M | -21.9% | -13.4% | -8.5% | -21.5% |
| YTD | -24.6% | -16.7% | -7.9% | -24.1% |
| 1Y | -34.1% | -23.3% | -10.8% | -33.4% |
| 3Y | +36.3% | -24.8% | +61.1% | +36.4% |
| All | -28.3% | -88.0% | +59.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling