+14.4%
TFC vs BIDU
+1.5%
+13.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | 0.0% |
| 7D | +2.4% | +2.4% | 0.0% | +2.4% |
| 30D | -1.3% | -10.5% | +9.2% | -1.2% |
| 3M | +6.1% | -26.2% | +32.3% | +6.7% |
| 6M | +7.3% | -16.4% | +23.7% | +7.3% |
| YTD | +8.2% | -23.9% | +32.1% | +8.2% |
| 1Y | +14.4% | +1.3% | +13.1% | +14.4% |
| All | +14.4% | +1.5% | +13.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling