+539.5%
TRMB vs BIDU
+1,407.1%
-867.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.1% |
| 7D | -2.5% | +2.4% | -4.9% | -3.1% |
| 30D | +1.5% | -10.5% | +12.0% | +4.0% |
| 3M | +6.8% | -26.2% | +33.0% | +14.4% |
| 6M | -14.9% | -16.4% | +1.5% | -12.7% |
| YTD | -24.1% | -23.9% | -0.2% | -20.8% |
| 1Y | -25.4% | +1.3% | -26.7% | -28.7% |
| 3Y | +8.0% | -32.1% | +40.1% | +10.4% |
| 5Y | -37.3% | -39.0% | +1.7% | -38.8% |
| 10Y | +116.8% | -44.0% | +160.9% | +99.0% |
| All | +539.5% | +1,407.1% | -867.7% | +219.8% |
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