+65.9%
TXN vs BABA
-28.1%
+94.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -7.8% | +11.6% | -19.4% | -9.3% |
| 30D | -3.6% | +2.3% | -5.8% | -4.0% |
| 3M | +0.1% | -13.7% | +13.8% | +1.9% |
| 6M | -3.2% | -21.9% | +18.7% | -0.3% |
| YTD | +63.4% | -24.6% | +88.0% | +68.5% |
| 1Y | +75.6% | -34.1% | +109.7% | +84.4% |
| 3Y | +104.0% | +36.3% | +67.8% | +89.7% |
| All | +65.9% | -28.1% | +94.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling