-38.8%
BABA vs TXG
+16.5%
-55.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.9% |
| 7D | +2.4% | -3.7% | +6.0% | +2.6% |
| 30D | -7.8% | -22.0% | +14.2% | -4.4% |
| 3M | -22.4% | +7.4% | -29.8% | -25.4% |
| 6M | -26.0% | +191.2% | -217.2% | -43.5% |
| YTD | -29.3% | +285.7% | -314.9% | -50.1% |
| 1Y | -37.5% | +268.3% | -305.8% | -55.7% |
| 3Y | +31.9% | +77.3% | -45.4% | +1.4% |
| 5Y | -33.4% | -62.3% | +28.9% | -34.7% |
| All | -38.8% | +16.5% | -55.2% | -50.6% |
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