-44.0%
BIDU vs TKO
+291.2%
-335.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -8.1% | +2.3% | -10.4% | -8.8% |
| 30D | -12.8% | -2.5% | -10.3% | -12.4% |
| 3M | -21.3% | -10.6% | -10.7% | -19.3% |
| 6M | -27.0% | -5.1% | -21.9% | -26.6% |
| YTD | -30.0% | -8.2% | -21.8% | -29.4% |
| 1Y | -18.3% | -4.4% | -13.8% | -18.8% |
| 3Y | -33.8% | +100.4% | -134.2% | -50.4% |
| All | -44.0% | +291.2% | -335.2% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling