+468.7%
BTSG vs BIDU
-13.4%
+482.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.0% | +10.0% | +3.8% |
| 7D | +5.7% | -2.4% | +8.2% | +6.0% |
| 30D | +0.2% | -15.6% | +15.8% | +2.1% |
| 3M | +5.6% | -22.3% | +27.9% | +8.7% |
| 6M | +50.8% | -22.3% | +73.0% | +54.1% |
| YTD | +67.0% | -29.2% | +96.2% | +72.8% |
| 1Y | +145.5% | -14.8% | +160.3% | +145.7% |
| All | +468.7% | -13.4% | +482.2% | +447.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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