-35.3%
BABA vs TXG
+406.9%
-442.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +4.7% |
| 7D | +4.3% | -19.3% | +23.5% | +5.6% |
| 30D | -5.0% | -30.9% | +25.9% | -3.1% |
| 3M | -18.4% | +41.1% | -59.5% | -20.2% |
| 6M | -20.3% | +211.9% | -232.1% | -26.3% |
| YTD | -27.5% | +314.0% | -341.5% | -33.1% |
| 1Y | -35.3% | +405.4% | -440.7% | -40.7% |
| All | -35.3% | +406.9% | -442.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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