+393.3%
TRI vs BIDU
+1,294.4%
-901.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -8.4% | -2.4% | -5.9% | -8.1% |
| 30D | -6.5% | -16.0% | +9.5% | -4.5% |
| 3M | +18.6% | -24.0% | +42.6% | +22.4% |
| 6M | -10.4% | -24.9% | +14.4% | -8.1% |
| YTD | -23.7% | -29.6% | +5.9% | -21.4% |
| 1Y | -42.5% | -15.2% | -27.3% | -42.7% |
| 3Y | -19.3% | -32.2% | +12.9% | -18.8% |
| 5Y | -9.7% | -43.8% | +34.1% | -11.3% |
| 10Y | +194.4% | -49.5% | +243.9% | +174.9% |
| All | +393.3% | +1,294.4% | -901.1% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling