-40.4%
BABA vs TXT
+1.6%
-42.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -13.8% | +0.1% | -13.9% | -13.7% |
| 30D | -15.1% | +13.3% | -28.4% | -16.2% |
| 3M | -22.7% | -5.0% | -17.8% | -22.3% |
| 6M | -34.7% | -8.4% | -26.3% | -34.2% |
| YTD | -35.0% | -4.0% | -31.0% | -35.5% |
| 1Y | -40.4% | +2.8% | -43.2% | -40.2% |
| All | -40.4% | +1.6% | -42.0% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling