+28.2%
BABA vs TMF
-75.8%
+104.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 6M | -14.2% | -21.3% | +7.1% | -15.4% |
| YTD | -22.0% | -15.9% | -6.2% | -22.7% |
| 1Y | -12.7% | -15.7% | +3.0% | -13.4% |
| 3Y | +26.7% | -43.4% | +70.0% | +23.7% |
| 5Y | -29.3% | -87.8% | +58.4% | -40.7% |
| 10Y | +21.2% | -86.7% | +108.0% | +8.0% |
| All | +28.2% | -75.8% | +104.0% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling