+57.2%
TXN vs BABA
-30.9%
+88.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -0.1% | -4.8% | +4.7% | +0.6% |
| 30D | -6.9% | -11.9% | +5.0% | -5.4% |
| 3M | -14.9% | -9.3% | -5.7% | -14.0% |
| 6M | +29.0% | -14.2% | +43.2% | +31.2% |
| YTD | +51.5% | -22.0% | +73.5% | +55.7% |
| 1Y | +41.6% | -12.7% | +54.3% | +42.7% |
| 3Y | +65.8% | +26.7% | +39.2% | +56.0% |
| All | +57.2% | -30.9% | +88.1% | +45.5% |
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 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