-51.7%
BIDU vs TAP
-46.0%
-5.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | +0.1% |
| 7D | -4.6% | +1.3% | -5.8% | -4.8% |
| 30D | -4.5% | +5.7% | -10.3% | -5.7% |
| 3M | -25.4% | -1.9% | -23.4% | -25.3% |
| 6M | -48.1% | +0.9% | -49.0% | -48.5% |
| YTD | -40.2% | -9.5% | -30.7% | -39.6% |
| 1Y | -35.2% | -9.0% | -26.3% | -34.7% |
| 3Y | -27.1% | -22.2% | -4.9% | -24.8% |
| 5Y | -54.2% | +1.2% | -55.4% | -55.6% |
| All | -51.7% | -46.0% | -5.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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