+48.0%
TMUS vs BIDU
-49.5%
+97.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.1% |
| 7D | +5.3% | +5.4% | 0.0% | +5.3% |
| 30D | +13.5% | -5.0% | +18.6% | +13.6% |
| 3M | -4.2% | -26.1% | +21.9% | -3.8% |
| 6M | -11.9% | -42.6% | +30.7% | -11.0% |
| YTD | -15.6% | -38.0% | +22.4% | -15.0% |
| 1Y | -16.8% | -35.7% | +18.9% | -16.4% |
| 3Y | +20.8% | -22.9% | +43.7% | +18.9% |
| 5Y | +48.0% | -49.9% | +97.9% | +47.7% |
| All | +48.0% | -49.5% | +97.6% | +47.7% |
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