+455.6%
TXN vs BABA
+15.0%
+440.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.3% | +7.4% |
| 7D | -2.1% | +3.8% | -5.9% | -3.1% |
| 30D | +4.7% | -5.4% | +10.1% | +5.7% |
| 3M | +3.9% | -17.9% | +21.8% | +7.8% |
| 6M | +3.8% | -24.1% | +27.9% | +9.2% |
| YTD | +74.2% | -27.4% | +101.6% | +83.9% |
| 1Y | +88.2% | -36.1% | +124.3% | +104.1% |
| 3Y | +124.0% | +35.4% | +88.6% | +96.4% |
| 5Y | +78.4% | -30.1% | +108.5% | +76.5% |
| 10Y | +455.6% | +15.8% | +439.7% | +354.2% |
| All | +455.6% | +15.0% | +440.6% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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