+43.0%
TMUS vs BIDU
-44.5%
+87.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +0.2% |
| 7D | -0.3% | -2.4% | +2.2% | -0.2% |
| 30D | +3.1% | -15.6% | +18.8% | +3.4% |
| 3M | +2.4% | -22.3% | +24.7% | +2.9% |
| 6M | -17.1% | -22.3% | +5.2% | -16.8% |
| YTD | -9.1% | -29.2% | +20.1% | -8.6% |
| 1Y | -23.6% | -14.8% | -8.8% | -24.2% |
| 3Y | +38.8% | -31.8% | +70.6% | +38.9% |
| 5Y | +43.0% | -43.1% | +86.1% | +43.5% |
| All | +43.0% | -44.5% | +87.4% | +43.5% |
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