+181.5%
TFC vs BIDU
+1,407.1%
-1,225.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.7% |
| 7D | +2.4% | +2.4% | 0.0% | +1.9% |
| 30D | -1.3% | -10.5% | +9.2% | +0.6% |
| 3M | +6.1% | -26.2% | +32.3% | +11.9% |
| 6M | +7.3% | -16.4% | +23.7% | +9.6% |
| YTD | +8.2% | -23.9% | +32.1% | +11.9% |
| 1Y | +14.4% | +1.3% | +13.1% | +10.2% |
| 3Y | +93.7% | -32.1% | +125.8% | +97.1% |
| 5Y | +16.4% | -39.0% | +55.4% | +12.9% |
| 10Y | +101.6% | -44.0% | +145.6% | +83.1% |
| All | +181.5% | +1,407.1% | -1,225.6% | +34.7% |
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