+11.7%
BABA vs TXT
+89.4%
-77.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -15.1% | +13.3% | -28.4% | -18.7% |
| 3M | -22.7% | -5.0% | -17.8% | -21.8% |
| 6M | -34.7% | -8.4% | -26.3% | -33.4% |
| YTD | -35.0% | -4.0% | -31.0% | -35.2% |
| 1Y | -40.4% | +2.8% | -43.2% | -41.9% |
| 3Y | +21.9% | +10.3% | +11.6% | +14.0% |
| 5Y | -39.9% | +9.2% | -49.0% | -44.3% |
| All | +11.7% | +89.4% | -77.7% | +2.0% |
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