-20.8%
TLT vs BIDU
-49.1%
+28.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -1.6% | -5.2% | +3.6% | -1.6% |
| 30D | -1.3% | -14.5% | +13.2% | -1.5% |
| 3M | -3.7% | -22.9% | +19.2% | -4.0% |
| 6M | -6.4% | -27.8% | +21.5% | -6.6% |
| YTD | -4.5% | -30.7% | +26.2% | -4.8% |
| 1Y | -5.9% | -15.8% | +9.9% | -5.9% |
| 3Y | -2.8% | -33.2% | +30.4% | -3.1% |
| 5Y | -35.1% | -44.8% | +9.7% | -35.5% |
| All | -20.8% | -49.1% | +28.3% | -19.1% |
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