+73.8%
TFC vs BIDU
-51.3%
+125.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.2% | -4.6% | +5.8% | +2.0% |
| 30D | +9.7% | -4.5% | +14.2% | +10.5% |
| 3M | -4.8% | -25.4% | +20.6% | -0.4% |
| 6M | +8.4% | -48.1% | +56.5% | +20.1% |
| YTD | +4.7% | -40.2% | +44.9% | +12.0% |
| 1Y | +15.0% | -35.2% | +50.2% | +20.9% |
| 3Y | +93.9% | -27.1% | +121.1% | +92.9% |
| 5Y | +0.6% | -54.2% | +54.8% | +4.2% |
| All | +73.8% | -51.3% | +125.2% | +51.2% |
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