-22.7%
BABA vs TXG
+373.6%
-396.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.8% |
| 7D | -0.2% | +9.4% | -9.5% | -0.8% |
| 30D | -12.3% | +26.1% | -38.3% | -13.9% |
| 3M | -5.3% | +124.8% | -130.1% | -12.0% |
| 6M | -13.1% | +215.2% | -228.3% | -21.5% |
| YTD | -22.4% | +302.2% | -324.6% | -31.6% |
| All | -22.7% | +373.6% | -396.4% | -33.8% |
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