Sadly, I don't know enough about that to make such a judgement, but both Tsubodai and Genghis Khan were definitely brilliant men. Tsubodai conquered vast territories, but it was Genghis that united the Mongol tribes and forged a nearly unstoppable war machine.
The effectiveness of the Roman army compared to other armies of the age is usually very much exaggerated. And in the 1st century BC, the Romans were pretty busy fighting each other. 
Alexander was an incredibly successful general, but people tend to forget how much he owed to his father. Philippos II created the incredibly powerful combination of heavy cavalry and sarissa wielding phalanx units that was to dominate warfare in the Mediterranean and much of Asia for centuries to come, and with which Alexander could defeat the hopelessly outclassed Persian army. Also, Alexander was usually not nearly as heavily outnumbered as one might think, based on the size of the Persian empire compared to Macedon. I don't think the Persians ever outnumbered Alexander more than 2 to 1 on the battlefield, for which the superior Macedonian weapons and tactics could fairly easily compensate.
The Persians even tried copying the Macedonian style of warfare after a few defeats, but by that time it was too late to turn the tide. The phalangites you can see on the http://en.wikipedia.org/wiki/Alexander_Mosaic are Persian soldiers.