-40.6%
TOST vs BIDU
-48.7%
+8.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.3% |
| 7D | +9.4% | +7.2% | +2.3% | +7.3% |
| 30D | +13.5% | -4.0% | +17.5% | +14.8% |
| 3M | -0.1% | -25.1% | +25.0% | +7.8% |
| 6M | +22.5% | -41.8% | +64.2% | +40.9% |
| YTD | -2.4% | -37.3% | +35.0% | +8.2% |
| 1Y | -4.7% | -35.6% | +30.9% | +4.2% |
| 3Y | +103.2% | -24.5% | +127.7% | +95.7% |
| All | -40.6% | -48.7% | +8.1% | -31.7% |
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