-27.7%
BABA vs TMF
-87.8%
+60.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.6% |
| 7D | +8.6% | +2.7% | +5.9% | +8.4% |
| 30D | -1.1% | +19.3% | -20.4% | -1.9% |
| 3M | -15.9% | -3.7% | -12.3% | -15.8% |
| 6M | -17.5% | -11.3% | -6.2% | -17.2% |
| YTD | -25.6% | -16.6% | -9.0% | -25.1% |
| 1Y | -33.8% | -21.1% | -12.7% | -33.3% |
| 3Y | +34.6% | -26.8% | +61.4% | +35.0% |
| 5Y | -27.7% | -88.0% | +60.4% | -30.1% |
| All | -27.7% | -87.8% | +60.2% | -30.1% |
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