+498.3%
TRMB vs BIDU
+1,083.9%
-585.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.8% | -4.6% | +7.4% | +4.0% |
| 30D | -5.9% | -4.5% | -1.3% | -5.0% |
| 3M | -3.3% | -25.4% | +22.1% | +3.3% |
| 6M | +1.3% | -48.1% | +49.4% | +18.0% |
| YTD | -29.0% | -40.2% | +11.2% | -21.5% |
| 1Y | -27.8% | -35.2% | +7.5% | -22.0% |
| 3Y | +36.3% | -27.1% | +63.4% | +35.9% |
| 5Y | -35.8% | -54.2% | +18.4% | -32.6% |
| 10Y | +103.1% | -52.0% | +155.1% | +93.0% |
| All | +498.3% | +1,083.9% | -585.7% | +216.8% |
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