+16.3%
TFC vs BIDU
-18.3%
+34.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.4% |
| 7D | -2.5% | -5.2% | +2.7% | -2.4% |
| 30D | -2.8% | -14.5% | +11.7% | -2.6% |
| 3M | +2.1% | -22.9% | +25.0% | +2.7% |
| 6M | +10.1% | -27.8% | +37.9% | +10.5% |
| YTD | +5.4% | -30.7% | +36.1% | +5.8% |
| 1Y | +16.3% | -15.8% | +32.1% | +16.0% |
| All | +16.3% | -18.3% | +34.6% | +16.0% |
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