+1,239.7%
TNA vs BIDU
+632.5%
+607.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.7% |
| 7D | -3.6% | -2.4% | -1.2% | -2.2% |
| 30D | -10.1% | -16.0% | +5.9% | +0.6% |
| 3M | +2.7% | -24.0% | +26.7% | +22.0% |
| 6M | +38.4% | -24.9% | +63.3% | +63.6% |
| YTD | +45.4% | -29.6% | +75.0% | +77.0% |
| 1Y | +55.9% | -15.2% | +71.1% | +59.3% |
| 3Y | +109.8% | -32.2% | +142.0% | +132.4% |
| 5Y | -22.5% | -43.8% | +21.3% | -17.3% |
| 10Y | +87.5% | -49.5% | +137.0% | +89.0% |
| All | +1,239.7% | +632.5% | +607.2% | -46.0% |
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