-36.3%
BABA vs TXT
+4.6%
-40.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -8.4% | +13.4% | -21.8% | -9.4% |
| 3M | -20.6% | -2.5% | -18.0% | -20.3% |
| 6M | -25.4% | -6.2% | -19.2% | -24.9% |
| YTD | -30.1% | -1.3% | -28.8% | -30.6% |
| 1Y | -36.3% | +4.3% | -40.6% | -36.1% |
| All | -36.3% | +4.6% | -40.9% | -36.1% |
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 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