-44.0%
BIDU vs TRU
-35.6%
-8.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -8.1% | -2.7% | -5.4% | -7.3% |
| 30D | -12.8% | -2.0% | -10.8% | -12.5% |
| 3M | -21.3% | +18.4% | -39.7% | -26.2% |
| 6M | -27.0% | +8.9% | -35.8% | -29.9% |
| YTD | -30.0% | -8.9% | -21.1% | -29.5% |
| 1Y | -18.3% | -15.9% | -2.4% | -15.8% |
| 3Y | -33.8% | -1.1% | -32.7% | -37.9% |
| All | -44.0% | -35.6% | -8.4% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling