+38.5%
TNA vs BIDU
-34.6%
+73.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.5% | -0.1% | +2.4% |
| 7D | +2.4% | +1.2% | +1.3% | +1.9% |
| 30D | -0.9% | -7.5% | +6.6% | +2.7% |
| 3M | -19.2% | -28.6% | +9.3% | -7.0% |
| 6M | -0.8% | -36.9% | +36.1% | +20.1% |
| YTD | +33.2% | -38.4% | +71.6% | +61.1% |
| 1Y | +38.5% | -35.7% | +74.2% | +64.8% |
| All | +38.5% | -34.6% | +73.1% | +64.8% |
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