-43.9%
BIDU vs TXT
+11.7%
-55.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.4% | +0.8% | -3.3% | -2.8% |
| 30D | -16.0% | -10.4% | -5.5% | -11.7% |
| 3M | -24.0% | -14.3% | -9.7% | -19.0% |
| 6M | -24.9% | -15.1% | -9.8% | -19.8% |
| YTD | -29.6% | -8.3% | -21.3% | -28.2% |
| 1Y | -15.2% | -0.7% | -14.5% | -17.1% |
| 3Y | -32.2% | +6.0% | -38.1% | -39.1% |
| All | -43.9% | +11.7% | -55.6% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling