-32.5%
BABA vs TXG
+16.0%
-48.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -4.8% | +1.8% | -6.6% | -5.2% |
| 30D | -11.9% | +32.0% | -43.9% | -17.3% |
| 3M | -9.3% | +87.0% | -96.3% | -21.8% |
| 6M | -14.2% | +180.1% | -194.3% | -33.0% |
| YTD | -22.0% | +284.1% | -306.2% | -43.8% |
| 1Y | -12.7% | +361.7% | -374.4% | -40.7% |
| 3Y | +26.7% | +15.9% | +10.7% | +11.6% |
| 5Y | -29.3% | -66.2% | +36.8% | -28.3% |
| All | -32.5% | +16.0% | -48.5% | -44.3% |
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