+281.6%
BIDU vs TMF
-71.6%
+353.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -3.2% |
| 7D | -2.3% | -8.2% | +5.8% | -3.3% |
| 30D | -7.3% | +5.3% | -12.6% | -6.7% |
| 3M | -26.0% | -8.5% | -17.5% | -26.7% |
| 6M | -44.5% | -17.2% | -27.3% | -45.6% |
| YTD | -40.6% | -23.4% | -17.2% | -42.3% |
| 1Y | -39.8% | -30.2% | -9.5% | -42.2% |
| 3Y | -26.7% | -32.9% | +6.2% | -28.7% |
| 5Y | -54.5% | -88.5% | +34.1% | -66.4% |
| 10Y | -52.4% | -82.2% | +29.8% | -57.4% |
| All | +281.6% | -71.6% | +353.2% | +392.5% |
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