+416.5%
TPR vs BIDU
-25.8%
+442.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.5% |
| 7D | +14.2% | +7.2% | +7.0% | +12.9% |
| 30D | +17.1% | -4.0% | +21.1% | +17.8% |
| 3M | -17.7% | -25.1% | +7.4% | -14.0% |
| 6M | -10.2% | -41.8% | +31.6% | -2.3% |
| YTD | +4.9% | -37.3% | +42.3% | +11.9% |
| 1Y | +36.1% | -35.6% | +71.7% | +44.2% |
| 3Y | +416.5% | -24.5% | +440.9% | +410.0% |
| All | +416.5% | -25.8% | +442.3% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling