-51.1%
BIDU vs TMF
-81.8%
+30.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.8% | -3.4% | +2.5% | -0.9% |
| 30D | -5.4% | +11.5% | -16.9% | -5.0% |
| 3M | -24.7% | -4.5% | -20.2% | -24.8% |
| 6M | -45.3% | -15.0% | -30.3% | -45.6% |
| YTD | -39.0% | -19.9% | -19.1% | -39.4% |
| 1Y | -39.6% | -26.6% | -13.0% | -40.2% |
| 3Y | -24.7% | -29.8% | +5.1% | -25.1% |
| 5Y | -52.3% | -88.2% | +35.9% | -60.9% |
| 10Y | -51.1% | -81.4% | +30.3% | -53.3% |
| All | -51.1% | -81.8% | +30.7% | -53.3% |
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