-49.0%
BIDU vs TW
+206.7%
-255.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -8.1% | -4.5% | -3.6% | -6.7% |
| 30D | -12.8% | -2.3% | -10.6% | -12.2% |
| 3M | -21.3% | +2.6% | -23.9% | -22.4% |
| 6M | -27.0% | -17.5% | -9.4% | -23.0% |
| YTD | -30.0% | -5.3% | -24.7% | -30.1% |
| 1Y | -18.3% | -14.8% | -3.5% | -15.4% |
| 3Y | -33.8% | +18.8% | -52.7% | -42.1% |
| 5Y | -44.3% | +20.7% | -65.0% | -53.0% |
| All | -49.0% | +206.7% | -255.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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