+645.9%
BIDU vs TDY
+1,508.0%
-862.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | -8.1% | -1.1% | -7.0% | -7.6% |
| 30D | -12.8% | -12.0% | -0.8% | -6.9% |
| 3M | -21.3% | -3.2% | -18.1% | -20.1% |
| 6M | -27.0% | -7.9% | -19.1% | -24.0% |
| YTD | -30.0% | +18.2% | -48.3% | -36.0% |
| 1Y | -18.3% | +6.7% | -24.9% | -21.5% |
| 3Y | -33.8% | +47.5% | -81.4% | -47.4% |
| 5Y | -44.3% | +39.5% | -83.8% | -54.9% |
| 10Y | -49.8% | +477.2% | -527.0% | -82.5% |
| All | +645.9% | +1,508.0% | -862.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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