+33.1%
TPR vs BIDU
-38.7%
+71.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -0.3% | -4.6% | +4.3% | +0.3% |
| 30D | +15.1% | -4.5% | +19.7% | +15.8% |
| 3M | +3.5% | -25.4% | +28.9% | +7.6% |
| 6M | +0.4% | -48.1% | +48.5% | +11.3% |
| YTD | +4.6% | -40.2% | +44.8% | +12.1% |
| 1Y | +33.1% | -35.2% | +68.3% | +41.2% |
| All | +33.1% | -38.7% | +71.8% | +41.2% |
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