+639.3%
BIDU vs TKO
+3,377.6%
-2,738.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.4% |
| 30D | -14.5% | -2.6% | -11.9% | -14.1% |
| 3M | -22.9% | -7.8% | -15.1% | -21.7% |
| 6M | -27.8% | -7.0% | -20.8% | -27.1% |
| YTD | -30.7% | -8.5% | -22.1% | -30.0% |
| 1Y | -15.8% | -1.3% | -14.5% | -17.0% |
| 3Y | -33.2% | +105.0% | -138.2% | -47.1% |
| 5Y | -44.8% | +292.9% | -337.7% | -63.9% |
| 10Y | -50.3% | +979.3% | -1,029.6% | -78.0% |
| All | +639.3% | +3,377.6% | -2,738.4% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling