-34.7%
TLT vs BIDU
-51.6%
+17.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | +3.7% | -5.4% | +9.1% | +3.8% |
| 3M | -0.8% | -24.7% | +23.9% | -0.2% |
| 6M | -3.6% | -45.3% | +41.7% | -2.5% |
| YTD | -3.9% | -39.0% | +35.0% | -3.1% |
| 1Y | -6.2% | -39.6% | +33.3% | -5.5% |
| 3Y | +4.2% | -24.7% | +28.9% | +4.0% |
| 5Y | -34.7% | -52.3% | +17.6% | -36.8% |
| All | -34.7% | -51.6% | +17.0% | -36.8% |
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