-38.7%
TRMB vs BIDU
-42.3%
+3.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -2.9% | -2.4% | -0.4% | -2.5% |
| 30D | -1.8% | -16.0% | +14.2% | +1.0% |
| 3M | +8.4% | -24.0% | +32.4% | +13.4% |
| 6M | -18.5% | -24.9% | +6.3% | -15.4% |
| YTD | -26.7% | -29.6% | +2.8% | -23.4% |
| 1Y | -28.3% | -15.2% | -13.1% | -28.6% |
| 3Y | +12.6% | -32.2% | +44.8% | +14.4% |
| 5Y | -38.7% | -43.8% | +5.1% | -37.6% |
| All | -38.7% | -42.3% | +3.6% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling