-27.7%
TOST vs BIDU
-54.4%
+26.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | 0.0% | -4.6% | +4.6% | +1.4% |
| 30D | +16.2% | -4.5% | +20.7% | +17.7% |
| 3M | -1.5% | -25.4% | +23.8% | +6.5% |
| 6M | +55.3% | -48.1% | +103.4% | +85.6% |
| YTD | -2.3% | -40.2% | +37.9% | +9.7% |
| 1Y | -5.5% | -35.2% | +29.7% | +3.0% |
| 3Y | +151.1% | -27.1% | +178.2% | +143.7% |
| All | -27.7% | -54.4% | +26.7% | -10.8% |
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 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