+537.7%
BIDU vs TXT
+155.0%
+382.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -4.5% | +13.3% | -17.9% | -9.1% |
| 3M | -25.4% | -5.0% | -20.4% | -24.5% |
| 6M | -48.1% | -8.4% | -39.7% | -47.0% |
| YTD | -40.2% | -4.0% | -36.2% | -40.4% |
| 1Y | -35.2% | +2.8% | -38.0% | -37.0% |
| 3Y | -27.1% | +10.3% | -37.4% | -32.0% |
| 5Y | -54.2% | +9.2% | -63.3% | -57.2% |
| 10Y | -52.0% | +89.6% | -141.6% | -65.7% |
| All | +537.7% | +155.0% | +382.7% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling