+356.2%
TPR vs BIDU
-51.3%
+407.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -0.3% | -4.6% | +4.3% | +0.9% |
| 30D | +15.1% | -4.5% | +19.7% | +16.5% |
| 3M | +3.5% | -25.4% | +28.9% | +11.1% |
| 6M | +0.4% | -48.1% | +48.5% | +18.3% |
| YTD | +4.6% | -40.2% | +44.8% | +17.1% |
| 1Y | +33.1% | -35.2% | +68.3% | +45.2% |
| 3Y | +396.0% | -27.1% | +423.1% | +396.6% |
| 5Y | +230.3% | -54.2% | +284.5% | +253.6% |
| All | +356.2% | -51.3% | +407.6% | +272.6% |
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