+9.5%
TPR vs BIDU
-15.6%
+25.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -7.3% | -2.4% | -4.9% | -7.0% |
| 30D | -30.7% | -16.0% | -14.8% | -29.3% |
| 3M | -21.6% | -24.0% | +2.4% | -19.0% |
| 6M | -21.3% | -24.9% | +3.5% | -19.0% |
| YTD | -10.2% | -29.6% | +19.4% | -7.0% |
| 1Y | +9.5% | -15.2% | +24.7% | +16.8% |
| All | +9.5% | -15.6% | +25.1% | +16.8% |
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