+311.2%
TPR vs BIDU
-51.1%
+362.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.2% | -1.9% |
| 7D | -3.4% | -2.4% | -0.9% | -2.8% |
| 30D | -27.3% | -15.6% | -11.7% | -24.3% |
| 3M | -16.2% | -22.3% | +6.1% | -11.1% |
| 6M | -17.9% | -22.3% | +4.4% | -13.5% |
| YTD | -7.1% | -29.2% | +22.1% | -0.4% |
| 1Y | +13.6% | -14.8% | +28.4% | +13.8% |
| 3Y | +293.7% | -31.8% | +325.5% | +304.7% |
| 5Y | +239.1% | -43.1% | +282.2% | +241.0% |
| 10Y | +311.2% | -50.6% | +361.8% | +237.3% |
| All | +311.2% | -51.1% | +362.2% | +237.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling