-40.9%
TSCO vs BIDU
+1.5%
-42.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -2.9% | +1.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.8% |
| 30D | +5.5% | -10.5% | +15.9% | +5.3% |
| 3M | +20.0% | -26.2% | +46.2% | +19.6% |
| 6M | -29.8% | -16.4% | -13.4% | -30.2% |
| YTD | -28.7% | -23.9% | -4.8% | -29.4% |
| 1Y | -40.9% | +1.3% | -42.2% | -40.7% |
| All | -40.9% | +1.5% | -42.4% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling