+2,101.5%
TMO vs BIDU
+1,294.4%
+807.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -0.5% | -2.4% | +2.0% | -0.1% |
| 30D | +1.0% | -16.0% | +17.0% | +3.7% |
| 3M | +22.7% | -24.0% | +46.7% | +27.8% |
| 6M | +19.0% | -24.9% | +43.9% | +23.5% |
| YTD | +4.7% | -29.6% | +34.3% | +9.5% |
| 1Y | +26.0% | -15.2% | +41.2% | +26.6% |
| 3Y | +18.0% | -32.2% | +50.2% | +20.2% |
| 5Y | +8.0% | -43.8% | +51.8% | +7.6% |
| 10Y | +333.8% | -49.5% | +383.2% | +312.8% |
| All | +2,101.5% | +1,294.4% | +807.1% | +1,166.0% |
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