+175.2%
TFC vs BIDU
+1,083.9%
-908.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.1% |
| 7D | +2.3% | -4.6% | +6.8% | +3.2% |
| 30D | +10.8% | -4.5% | +15.4% | +11.8% |
| 3M | -3.8% | -25.4% | +21.6% | +1.7% |
| 6M | +9.6% | -48.1% | +57.7% | +23.8% |
| YTD | +5.8% | -40.2% | +46.0% | +14.8% |
| 1Y | +16.2% | -35.2% | +51.4% | +23.6% |
| 3Y | +96.0% | -27.1% | +123.1% | +95.7% |
| 5Y | +1.7% | -54.2% | +55.9% | +4.8% |
| 10Y | +79.9% | -52.0% | +131.9% | +68.4% |
| All | +175.2% | +1,083.9% | -908.7% | +38.0% |
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 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