-50.4%
BIDU vs TRU
+147.2%
-197.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -8.1% | -2.7% | -5.4% | -7.2% |
| 30D | -12.8% | -2.0% | -10.8% | -12.4% |
| 3M | -21.3% | +18.4% | -39.7% | -26.7% |
| 6M | -27.0% | +8.9% | -35.8% | -30.3% |
| YTD | -30.0% | -8.9% | -21.1% | -29.6% |
| 1Y | -18.3% | -15.9% | -2.4% | -15.9% |
| 3Y | -33.8% | -1.1% | -32.7% | -39.6% |
| 5Y | -44.3% | -35.2% | -9.1% | -40.4% |
| All | -50.4% | +147.2% | -197.5% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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