+485.1%
TXN vs BABA
+8.5%
+476.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +7.9% | +2.4% |
| 7D | +12.3% | -12.7% | +25.0% | +15.5% |
| 30D | +9.1% | -14.9% | +24.0% | +12.5% |
| 3M | +13.5% | -24.6% | +38.2% | +19.9% |
| 6M | +6.9% | -29.3% | +36.3% | +14.1% |
| YTD | +84.0% | -35.0% | +119.1% | +98.8% |
| 1Y | +95.8% | -39.7% | +135.5% | +114.7% |
| 3Y | +130.3% | +21.2% | +109.2% | +106.6% |
| 5Y | +89.2% | -39.9% | +129.1% | +94.6% |
| All | +485.1% | +8.5% | +476.7% | +364.5% |
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