+691.5%
TXN vs BABA
+25.5%
+666.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -7.8% | +11.6% | -19.4% | -10.1% |
| 30D | -3.6% | +2.3% | -5.8% | -4.3% |
| 3M | +0.1% | -13.7% | +13.8% | +2.9% |
| 6M | -3.2% | -21.9% | +18.7% | +1.3% |
| YTD | +63.4% | -24.6% | +88.0% | +71.3% |
| 1Y | +75.6% | -34.1% | +109.7% | +89.5% |
| 3Y | +104.0% | +36.3% | +67.8% | +78.9% |
| 5Y | +65.0% | -26.7% | +91.8% | +59.3% |
| 10Y | +437.9% | +19.2% | +418.7% | +337.2% |
| All | +691.5% | +25.5% | +666.0% | +488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling