+298.8%
TMUS vs BIDU
+717.4%
-418.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +8.2% | -0.8% | +9.0% | +8.3% |
| 30D | +13.4% | -5.4% | +18.7% | +14.5% |
| 3M | -3.0% | -24.7% | +21.7% | +1.7% |
| 6M | -8.8% | -45.3% | +36.5% | +1.0% |
| YTD | -13.8% | -39.0% | +25.1% | -7.9% |
| 1Y | -17.1% | -39.6% | +22.5% | -11.5% |
| 3Y | +22.7% | -24.7% | +47.4% | +19.1% |
| 5Y | +52.8% | -52.3% | +105.2% | +51.6% |
| 10Y | +244.6% | -51.1% | +295.7% | +201.0% |
| All | +298.8% | +717.4% | -418.6% | +50.2% |
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