+388.9%
BIDU vs TMF
-68.9%
+457.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.1% |
| 7D | +2.4% | -1.4% | +3.9% | +2.2% |
| 30D | -10.5% | -2.8% | -7.6% | -10.8% |
| 3M | -26.2% | -10.9% | -15.3% | -27.1% |
| 6M | -16.4% | -21.3% | +4.9% | -18.7% |
| YTD | -23.9% | -15.9% | -8.0% | -25.3% |
| 1Y | +1.3% | -15.7% | +17.0% | -0.5% |
| 3Y | -32.1% | -43.4% | +11.3% | -35.6% |
| 5Y | -39.0% | -87.8% | +48.8% | -54.5% |
| 10Y | -44.0% | -86.7% | +42.7% | -53.5% |
| All | +388.9% | -68.9% | +457.8% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling