+22.3%
BABA vs TXT
+134.8%
-112.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +3.2% |
| 7D | +8.6% | -2.5% | +11.1% | +9.4% |
| 30D | -1.1% | +12.8% | -13.9% | -5.2% |
| 3M | -15.9% | -3.6% | -12.3% | -15.2% |
| 6M | -17.5% | -6.9% | -10.6% | -16.3% |
| YTD | -25.6% | -2.2% | -23.4% | -26.2% |
| 1Y | -33.8% | +6.3% | -40.1% | -36.2% |
| 3Y | +34.6% | +10.3% | +24.4% | +25.9% |
| 5Y | -27.7% | +10.6% | -38.3% | -33.2% |
| 10Y | +17.7% | +121.0% | -103.3% | -15.6% |
| All | +22.3% | +134.8% | -112.5% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling