+77.6%
TLT vs BIDU
+1,407.1%
-1,329.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.3% |
| 7D | -0.4% | +2.4% | -2.8% | -0.3% |
| 30D | -0.6% | -10.5% | +9.9% | -0.9% |
| 3M | -2.7% | -26.2% | +23.5% | -3.7% |
| 6M | -5.6% | -16.4% | +10.8% | -6.0% |
| YTD | -2.8% | -23.9% | +21.1% | -3.5% |
| 1Y | -1.4% | +1.3% | -2.7% | -0.9% |
| 3Y | -1.6% | -32.1% | +30.5% | -2.1% |
| 5Y | -33.8% | -39.0% | +5.1% | -33.7% |
| 10Y | -21.1% | -44.0% | +22.9% | -19.1% |
| All | +77.6% | +1,407.1% | -1,329.6% | +107.1% |
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 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