+328.6%
TMO vs BIDU
-48.7%
+377.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -0.6% | -8.1% | +7.5% | +0.6% |
| 30D | +1.1% | -12.8% | +13.9% | +3.0% |
| 3M | +28.3% | -21.3% | +49.6% | +32.3% |
| 6M | +23.3% | -27.0% | +50.2% | +27.9% |
| YTD | +5.5% | -30.0% | +35.5% | +9.8% |
| 1Y | +24.5% | -18.3% | +42.8% | +25.7% |
| 3Y | +19.6% | -33.8% | +53.4% | +22.0% |
| 5Y | +8.1% | -44.3% | +52.4% | +8.2% |
| All | +328.6% | -48.7% | +377.3% | +310.9% |
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