+94.6%
TFC vs BIDU
-48.3%
+142.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | -2.3% | -16.0% | +13.6% | +0.3% |
| 3M | +2.5% | -24.0% | +26.5% | +6.7% |
| 6M | +9.5% | -24.9% | +34.3% | +13.4% |
| YTD | +5.1% | -29.6% | +34.6% | +9.5% |
| 1Y | +15.5% | -15.2% | +30.6% | +15.2% |
| 3Y | +95.2% | -32.2% | +127.3% | +97.8% |
| 5Y | +14.5% | -43.8% | +58.2% | +13.9% |
| All | +94.6% | -48.3% | +142.9% | +66.3% |
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