-25.1%
TGT vs BIDU
-44.1%
+19.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -5.2% | -8.1% | +2.9% | -4.2% |
| 30D | +1.2% | -12.8% | +14.0% | +2.8% |
| 3M | +18.4% | -21.3% | +39.7% | +21.7% |
| 6M | +33.4% | -27.0% | +60.4% | +37.8% |
| YTD | +63.8% | -30.0% | +93.9% | +69.2% |
| 1Y | +77.2% | -18.3% | +95.4% | +77.3% |
| 3Y | +41.8% | -33.8% | +75.6% | +43.5% |
| All | -25.1% | -44.1% | +19.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling