-33.4%
BIDU vs TAP
-33.0%
-0.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -2.4% | -5.1% | +2.6% | -1.8% |
| 30D | -16.0% | -8.4% | -7.5% | -15.1% |
| 3M | -24.0% | -3.9% | -20.1% | -23.8% |
| 6M | -24.9% | -14.4% | -10.5% | -23.2% |
| YTD | -29.6% | -14.7% | -14.8% | -28.3% |
| 1Y | -15.2% | -18.7% | +3.5% | -12.9% |
| All | -33.4% | -33.0% | -0.3% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling