-35.9%
BABA vs TXG
+314.1%
-350.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.7% | -13.5% | -4.2% |
| 7D | +3.8% | +5.5% | -1.7% | +3.4% |
| 30D | -5.4% | -19.3% | +14.0% | -4.2% |
| 3M | -17.9% | +25.0% | -43.0% | -19.6% |
| 6M | -24.1% | +201.2% | -225.2% | -31.2% |
| YTD | -27.4% | +298.8% | -326.3% | -35.0% |
| All | -35.9% | +314.1% | -350.0% | -42.4% |
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