-53.2%
TE vs BIDU
-30.3%
-22.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.7% | -0.2% |
| 7D | -4.0% | +2.4% | -6.4% | -4.8% |
| 30D | -15.9% | -10.5% | -5.4% | -12.5% |
| 3M | -60.5% | -26.2% | -34.3% | -55.5% |
| 6M | -35.2% | -16.4% | -18.8% | -31.0% |
| YTD | -31.1% | -23.9% | -7.3% | -23.7% |
| 1Y | +148.6% | +1.3% | +147.4% | +151.1% |
| 3Y | -26.4% | -32.1% | +5.7% | -18.3% |
| 5Y | -48.0% | -39.0% | -9.1% | -44.1% |
| All | -53.2% | -30.3% | -22.9% | -49.8% |
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