+15.8%
BABA vs TXT
+115.3%
-99.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -6.0% | -4.4% |
| 7D | +3.8% | -3.5% | +7.3% | +4.9% |
| 30D | -5.4% | +15.2% | -20.5% | -9.9% |
| 3M | -17.9% | -4.5% | -13.5% | -17.1% |
| 6M | -24.1% | -6.1% | -18.0% | -23.2% |
| YTD | -27.4% | -2.0% | -25.5% | -28.1% |
| 1Y | -36.1% | +4.2% | -40.3% | -38.0% |
| 3Y | +35.4% | +14.4% | +21.0% | +25.1% |
| 5Y | -30.1% | +12.3% | -42.4% | -35.8% |
| 10Y | +15.8% | +101.8% | -86.0% | +12.1% |
| All | +15.8% | +115.3% | -99.5% | +12.1% |
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