-32.8%
BABA vs TXG
+21.5%
-54.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.5% |
| 7D | -0.2% | +9.4% | -9.5% | -2.0% |
| 30D | -12.3% | +26.1% | -38.3% | -16.8% |
| 3M | -5.3% | +124.8% | -130.1% | -21.5% |
| 6M | -13.1% | +215.2% | -228.3% | -33.8% |
| YTD | -22.4% | +302.2% | -324.6% | -44.6% |
| 1Y | -19.5% | +370.9% | -390.4% | -45.5% |
| 3Y | +32.9% | +38.5% | -5.6% | +11.7% |
| 5Y | -29.9% | -64.4% | +34.5% | -29.6% |
| All | -32.8% | +21.5% | -54.3% | -45.1% |
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