+142.7%
TOST vs BIDU
-27.9%
+170.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | -4.7% | -2.3% | -2.3% | -4.4% |
| 30D | +8.5% | -7.3% | +15.8% | +9.4% |
| 3M | -1.6% | -26.0% | +24.4% | +1.2% |
| 6M | +44.1% | -44.5% | +88.6% | +52.1% |
| YTD | -5.6% | -40.6% | +35.0% | -1.5% |
| 1Y | -12.6% | -39.8% | +27.2% | -9.0% |
| All | +142.7% | -27.9% | +170.6% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling