+17.6%
BABA vs TXT
+97.6%
-80.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | -4.8% | 0.0% | -3.2% |
| 30D | -11.9% | -10.6% | -1.3% | -8.7% |
| 3M | -9.3% | -13.2% | +3.9% | -5.5% |
| 6M | -14.2% | -20.3% | +6.1% | -8.4% |
| YTD | -22.0% | -9.3% | -12.8% | -20.4% |
| 1Y | -12.7% | -2.7% | -10.0% | -13.1% |
| 3Y | +26.7% | +1.4% | +25.3% | +22.2% |
| 5Y | -29.3% | +9.6% | -38.9% | -34.1% |
| All | +17.6% | +97.6% | -80.0% | +0.6% |
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