+711.7%
BIDU vs TXT
+140.9%
+570.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.2% |
| 7D | +2.4% | -4.8% | +7.2% | +4.2% |
| 30D | -10.5% | -10.6% | +0.1% | -6.9% |
| 3M | -26.2% | -13.2% | -13.0% | -22.8% |
| 6M | -16.4% | -20.3% | +3.9% | -10.0% |
| YTD | -23.9% | -9.3% | -14.6% | -22.1% |
| 1Y | +1.3% | -2.7% | +4.0% | +1.0% |
| 3Y | -32.1% | +1.4% | -33.5% | -34.3% |
| 5Y | -39.0% | +9.6% | -48.5% | -42.8% |
| 10Y | -44.0% | +94.9% | -138.9% | -60.2% |
| All | +711.7% | +140.9% | +570.8% | +417.0% |
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 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