+310.3%
TPR vs BIDU
-27.7%
+338.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.7% |
| 7D | -2.3% | +2.4% | -4.7% | -2.7% |
| 30D | -23.0% | -10.5% | -12.5% | -21.7% |
| 3M | -12.5% | -26.2% | +13.7% | -8.1% |
| 6M | -21.4% | -16.4% | -5.0% | -19.6% |
| YTD | -3.5% | -23.9% | +20.4% | -0.2% |
| 1Y | +17.4% | +1.3% | +16.1% | +13.4% |
| All | +310.3% | -27.7% | +338.0% | +303.3% |
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 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