-33.8%
BIDU vs TRU
-1.3%
-32.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -8.1% | -2.7% | -5.4% | -7.6% |
| 30D | -12.8% | -2.0% | -10.8% | -12.6% |
| 3M | -21.3% | +18.4% | -39.7% | -24.3% |
| 6M | -27.0% | +8.9% | -35.8% | -28.7% |
| YTD | -30.0% | -8.9% | -21.1% | -29.7% |
| 1Y | -18.3% | -15.9% | -2.4% | -16.7% |
| 3Y | -33.8% | -1.1% | -32.7% | -30.4% |
| All | -33.8% | -1.3% | -32.5% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling