-29.9%
BABA vs TXG
-65.4%
+35.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.6% |
| 7D | -0.2% | +9.4% | -9.5% | -2.2% |
| 30D | -12.3% | +26.1% | -38.3% | -17.2% |
| 3M | -5.3% | +124.8% | -130.1% | -23.0% |
| 6M | -13.1% | +215.2% | -228.3% | -35.6% |
| YTD | -22.4% | +302.2% | -324.6% | -46.6% |
| 1Y | -19.5% | +370.9% | -390.4% | -47.9% |
| 3Y | +32.9% | +38.5% | -5.6% | +13.3% |
| 5Y | -29.9% | -64.4% | +34.5% | -16.8% |
| All | -29.9% | -65.4% | +35.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling