-53.1%
TE vs BIDU
-35.9%
-17.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +0.2% | -8.1% | +8.3% | +3.1% |
| 30D | -5.9% | -12.8% | +6.9% | -1.4% |
| 3M | -45.6% | -21.3% | -24.3% | -40.5% |
| 6M | -43.4% | -27.0% | -16.4% | -36.9% |
| YTD | -31.0% | -30.0% | -0.9% | -21.3% |
| 1Y | +145.2% | -18.3% | +163.5% | +165.7% |
| 3Y | -24.1% | -33.8% | +9.8% | -14.4% |
| 5Y | -48.1% | -44.3% | -3.8% | -42.6% |
| All | -53.1% | -35.9% | -17.1% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling