+415.7%
TXN vs BABA
+14.2%
+401.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.7% |
| 7D | +2.7% | -2.2% | +4.8% | +3.1% |
| 30D | -6.7% | -17.3% | +10.6% | -2.9% |
| 3M | -8.9% | -7.8% | -1.1% | -7.8% |
| 6M | +34.7% | -16.8% | +51.5% | +39.1% |
| YTD | +53.3% | -24.7% | +78.0% | +61.2% |
| 1Y | +45.0% | -24.9% | +70.0% | +51.7% |
| 3Y | +73.1% | +29.1% | +44.0% | +54.1% |
| 5Y | +59.9% | -30.5% | +90.4% | +58.9% |
| 10Y | +415.7% | +16.7% | +399.0% | +313.4% |
| All | +415.7% | +14.2% | +401.5% | +313.4% |
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