-25.4%
TMUS vs BIDU
-15.6%
-9.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.5% |
| 7D | -5.3% | -2.4% | -2.9% | -5.6% |
| 30D | +0.1% | -16.0% | +16.0% | -1.8% |
| 3M | -0.6% | -24.0% | +23.4% | -3.3% |
| 6M | -17.5% | -24.9% | +7.3% | -19.2% |
| YTD | -11.3% | -29.6% | +18.3% | -13.7% |
| 1Y | -25.4% | -15.2% | -10.2% | -26.3% |
| All | -25.4% | -15.6% | -9.8% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling