-34.7%
BABA vs TXG
+9.8%
-44.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +11.6% | -15.4% | +27.1% | +14.7% |
| 30D | +2.3% | -22.1% | +24.4% | +6.2% |
| 3M | -13.7% | +30.0% | -43.7% | -20.4% |
| 6M | -21.9% | +160.7% | -182.6% | -38.9% |
| YTD | -24.6% | +263.5% | -288.1% | -46.1% |
| 1Y | -34.1% | +356.0% | -390.1% | -55.7% |
| 3Y | +36.3% | +53.4% | -17.1% | +8.7% |
| 5Y | -26.7% | -66.7% | +40.0% | -26.5% |
| All | -34.7% | +9.8% | -44.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling