+15.7%
BABA vs TXT
+103.6%
-87.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | +2.4% | -1.1% | +3.4% | +2.6% |
| 30D | -7.8% | +17.1% | -24.8% | -12.6% |
| 3M | -22.4% | -2.6% | -19.7% | -22.0% |
| 6M | -26.0% | -4.6% | -21.4% | -25.6% |
| YTD | -29.3% | -0.3% | -28.9% | -30.3% |
| 1Y | -37.5% | +5.9% | -43.4% | -39.7% |
| 3Y | +31.9% | +14.4% | +17.5% | +21.9% |
| 5Y | -33.4% | +15.9% | -49.3% | -39.4% |
| 10Y | +15.7% | +99.6% | -83.9% | +7.8% |
| All | +15.7% | +103.6% | -87.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling