-23.0%
TNA vs BIDU
-44.1%
+21.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -7.3% | -8.1% | +0.8% | -3.4% |
| 30D | -14.2% | -12.8% | -1.4% | -8.6% |
| 3M | -4.6% | -21.3% | +16.7% | +6.2% |
| 6M | +36.9% | -27.0% | +63.9% | +57.3% |
| YTD | +42.5% | -30.0% | +72.6% | +65.8% |
| 1Y | +45.8% | -18.3% | +64.0% | +52.8% |
| 3Y | +104.7% | -33.8% | +138.5% | +128.9% |
| All | -23.0% | -44.1% | +21.0% | -9.4% |
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