-49.5%
BIDU vs TMF
-86.2%
+36.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.4% | -0.9% | -1.6% | -2.5% |
| 30D | -16.0% | -1.0% | -15.0% | -16.0% |
| 3M | -24.0% | -11.3% | -12.7% | -24.3% |
| 6M | -24.9% | -22.7% | -2.1% | -25.5% |
| YTD | -29.6% | -17.3% | -12.2% | -30.0% |
| 1Y | -15.2% | -22.5% | +7.3% | -15.8% |
| 3Y | -32.2% | -43.2% | +11.1% | -33.5% |
| 5Y | -43.8% | -88.3% | +44.5% | -53.5% |
| 10Y | -49.5% | -86.0% | +36.6% | -52.4% |
| All | -49.5% | -86.2% | +36.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling