+130.4%
TD vs BIDU
-27.4%
+157.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.1% | -4.6% | +5.7% | +1.5% |
| 30D | +5.2% | -4.5% | +9.8% | +5.6% |
| 3M | +1.2% | -25.4% | +26.6% | +3.6% |
| 6M | +17.7% | -48.1% | +65.8% | +24.0% |
| YTD | +34.2% | -40.2% | +74.4% | +38.9% |
| 1Y | +55.4% | -35.2% | +90.7% | +59.6% |
| 3Y | +130.4% | -27.1% | +157.5% | +130.4% |
| All | +130.4% | -27.4% | +157.8% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling