+421.8%
T vs BIDU
+1,083.9%
-662.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.5% | -4.6% | +7.1% | +2.9% |
| 30D | -3.8% | -4.5% | +0.8% | -3.4% |
| 3M | -8.7% | -25.4% | +16.6% | -6.6% |
| 6M | -8.1% | -48.1% | +40.0% | -3.2% |
| YTD | -6.4% | -40.2% | +33.7% | -3.2% |
| 1Y | -9.8% | -35.2% | +25.5% | -7.4% |
| 3Y | +65.5% | -27.1% | +92.6% | +64.5% |
| 5Y | +57.0% | -54.2% | +111.1% | +58.0% |
| 10Y | +60.8% | -52.0% | +112.8% | +52.8% |
| All | +421.8% | +1,083.9% | -662.2% | +247.7% |
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