-50.8%
BIDU vs TXT
+103.1%
-153.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -14.5% | -10.2% | -4.3% | -11.0% |
| 3M | -22.9% | -13.3% | -9.6% | -19.1% |
| 6M | -27.8% | -14.4% | -13.5% | -24.0% |
| YTD | -30.7% | -9.1% | -21.6% | -29.1% |
| 1Y | -15.8% | -2.2% | -13.7% | -16.4% |
| 3Y | -33.2% | +5.1% | -38.3% | -36.9% |
| 5Y | -44.8% | +12.8% | -57.6% | -49.6% |
| All | -50.8% | +103.1% | -153.9% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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