-43.7%
BABA vs TXG
+7.8%
-51.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.3% |
| 7D | -13.8% | -1.8% | -11.9% | -13.6% |
| 30D | -15.1% | -20.4% | +5.3% | -12.3% |
| 3M | -22.7% | +0.1% | -22.8% | -24.7% |
| 6M | -34.7% | +176.2% | -210.9% | -49.6% |
| YTD | -35.0% | +256.8% | -291.8% | -53.4% |
| 1Y | -40.4% | +255.9% | -296.3% | -57.5% |
| 3Y | +21.9% | +60.2% | -38.3% | -4.2% |
| 5Y | -39.9% | -65.1% | +25.2% | -40.2% |
| All | -43.7% | +7.8% | -51.5% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling