-33.8%
BIDU vs TW
+19.1%
-52.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -8.1% | -4.5% | -3.6% | -7.8% |
| 30D | -12.8% | -2.3% | -10.6% | -12.6% |
| 3M | -21.3% | +2.6% | -23.9% | -21.6% |
| 6M | -27.0% | -17.5% | -9.4% | -25.8% |
| YTD | -30.0% | -5.3% | -24.7% | -30.2% |
| 1Y | -18.3% | -14.8% | -3.5% | -17.2% |
| 3Y | -33.8% | +18.8% | -52.7% | -39.1% |
| All | -33.8% | +19.1% | -52.9% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling