+320.5%
TMUS vs BIDU
+919.4%
-598.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.1% | -7.5% | -4.2% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | +5.3% | -10.5% | +15.7% | +7.1% |
| 3M | +3.1% | -26.2% | +29.3% | +8.4% |
| 6M | -16.5% | -16.4% | -0.1% | -15.0% |
| YTD | -9.2% | -23.9% | +14.7% | -6.6% |
| 1Y | -26.5% | +1.3% | -27.8% | -29.8% |
| 3Y | +39.0% | -32.1% | +71.1% | +39.4% |
| 5Y | +40.4% | -39.0% | +79.3% | +32.5% |
| 10Y | +303.7% | -44.0% | +347.8% | +247.5% |
| All | +320.5% | +919.4% | -598.9% | +52.3% |
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 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