+500.3%
TRMB vs BIDU
+1,076.2%
-575.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | +4.1% | -2.3% | +6.4% | +4.7% |
| 30D | -7.0% | -7.3% | +0.3% | -5.5% |
| 3M | -0.9% | -26.0% | +25.0% | +6.1% |
| 6M | -1.2% | -44.5% | +43.3% | +13.0% |
| YTD | -28.7% | -40.6% | +11.8% | -21.1% |
| 1Y | -32.1% | -39.8% | +7.7% | -25.3% |
| 3Y | +33.4% | -26.7% | +60.1% | +32.7% |
| 5Y | -35.6% | -54.5% | +18.9% | -32.3% |
| 10Y | +103.8% | -52.4% | +156.1% | +94.0% |
| All | +500.3% | +1,076.2% | -575.9% | +218.4% |
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