-48.6%
BIDU vs TW
+211.2%
-259.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -16.0% | -0.6% | -15.4% | -15.8% |
| 3M | -24.0% | +3.4% | -27.4% | -25.3% |
| 6M | -24.9% | -18.4% | -6.4% | -20.5% |
| YTD | -29.6% | -3.9% | -25.7% | -29.9% |
| 1Y | -15.2% | -13.3% | -1.8% | -12.7% |
| 3Y | -32.2% | +20.8% | -53.0% | -40.9% |
| 5Y | -43.8% | +20.3% | -64.0% | -52.5% |
| All | -48.6% | +211.2% | -259.9% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling