-31.0%
TRMB vs BIDU
-34.6%
+3.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.5% | -21.8% | -17.5% |
| 7D | -15.7% | +1.2% | -16.9% | -15.7% |
| 30D | -7.8% | -7.5% | -0.2% | -7.1% |
| 3M | -9.3% | -28.6% | +19.3% | -7.4% |
| 6M | -20.8% | -36.9% | +16.1% | -18.8% |
| YTD | -30.8% | -38.4% | +7.7% | -29.7% |
| 1Y | -31.0% | -35.7% | +4.7% | -30.7% |
| All | -31.0% | -34.6% | +3.6% | -30.7% |
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