-33.7%
TLT vs BIDU
-44.5%
+10.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +6.9% | +0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.4% |
| 30D | -0.3% | -15.6% | +15.3% | 0.0% |
| 3M | -1.7% | -22.3% | +20.6% | -1.4% |
| 6M | -4.9% | -22.3% | +17.4% | -4.6% |
| YTD | -2.8% | -29.2% | +26.4% | -2.4% |
| 1Y | -4.2% | -14.8% | +10.6% | -4.2% |
| 3Y | -1.1% | -31.8% | +30.7% | -1.1% |
| 5Y | -33.7% | -43.1% | +9.4% | -35.7% |
| All | -33.7% | -44.5% | +10.7% | -35.7% |
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 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