+12,772.9%
TDG vs BIDU
+1,750.7%
+11,022.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -2.7% | -5.2% | +2.5% | -1.7% |
| 30D | -9.3% | -14.5% | +5.2% | -6.7% |
| 3M | -7.1% | -22.9% | +15.8% | -2.8% |
| 6M | -11.2% | -27.8% | +16.7% | -6.4% |
| YTD | -15.3% | -30.7% | +15.4% | -10.4% |
| 1Y | -12.5% | -15.8% | +3.3% | -12.0% |
| 3Y | +51.2% | -33.2% | +84.4% | +54.4% |
| 5Y | +126.1% | -44.8% | +170.9% | +125.1% |
| 10Y | +536.2% | -50.3% | +586.5% | +501.6% |
| All | +12,772.9% | +1,750.7% | +11,022.2% | +5,871.6% |
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