-45.7%
TOST vs BIDU
-37.1%
-8.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.1% |
| 7D | -3.4% | +2.4% | -5.8% | -4.1% |
| 30D | -2.4% | -10.5% | +8.0% | +0.2% |
| 3M | +34.6% | -26.2% | +60.8% | +45.5% |
| 6M | +15.2% | -16.4% | +31.6% | +18.6% |
| YTD | -4.4% | -23.9% | +19.5% | +0.2% |
| 1Y | -17.4% | +1.3% | -18.7% | -22.6% |
| 3Y | +54.5% | -32.1% | +86.5% | +59.8% |
| All | -45.7% | -37.1% | -8.6% | -46.7% |
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 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