+1,255.3%
TRV vs BIDU
+1,302.3%
-46.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -0.2% |
| 7D | +0.5% | -2.4% | +2.9% | +0.7% |
| 30D | -4.9% | -15.6% | +10.8% | -3.1% |
| 3M | +23.7% | -22.3% | +46.0% | +26.9% |
| 6M | +20.3% | -22.3% | +42.6% | +22.7% |
| YTD | +27.1% | -29.2% | +56.2% | +30.5% |
| 1Y | +35.3% | -14.8% | +50.2% | +35.0% |
| 3Y | +139.8% | -31.8% | +171.6% | +140.8% |
| 5Y | +153.9% | -43.1% | +197.0% | +148.2% |
| 10Y | +285.9% | -50.6% | +336.5% | +261.3% |
| All | +1,255.3% | +1,302.3% | -46.9% | +661.1% |
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