+16.9%
TPR vs BIDU
+1.5%
+15.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.4% | -0.8% |
| 7D | -2.7% | +2.4% | -5.1% | -2.9% |
| 30D | -23.3% | -10.5% | -12.8% | -22.3% |
| 3M | -12.8% | -26.2% | +13.4% | -9.6% |
| 6M | -21.7% | -16.4% | -5.3% | -20.3% |
| YTD | -3.9% | -23.9% | +20.0% | -1.4% |
| 1Y | +16.9% | +1.3% | +15.6% | +26.3% |
| All | +16.9% | +1.5% | +15.4% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling