+711.7%
BIDU vs TAP
+113.2%
+598.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.2% | +4.1% |
| 7D | +2.4% | -2.3% | +4.7% | +3.2% |
| 30D | -10.5% | -2.1% | -8.3% | -10.0% |
| 3M | -26.2% | +6.6% | -32.8% | -28.3% |
| 6M | -16.4% | -11.5% | -4.9% | -13.8% |
| YTD | -23.9% | -10.3% | -13.6% | -22.3% |
| 1Y | +1.3% | -14.4% | +15.7% | +4.7% |
| 3Y | -32.1% | -28.3% | -3.8% | -26.6% |
| 5Y | -39.0% | +1.7% | -40.7% | -43.3% |
| 10Y | -44.0% | -49.2% | +5.2% | -35.1% |
| All | +711.7% | +113.2% | +598.6% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling