-10.4%
TSCO vs BIDU
-44.1%
+33.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.7% | -8.1% | +2.5% | -5.2% |
| 30D | -8.8% | -12.8% | +4.1% | -8.1% |
| 3M | +6.3% | -21.3% | +27.6% | +7.8% |
| 6M | -32.3% | -27.0% | -5.3% | -31.2% |
| YTD | -32.7% | -30.0% | -2.7% | -31.6% |
| 1Y | -43.7% | -18.3% | -25.4% | -43.7% |
| 3Y | -19.7% | -33.8% | +14.2% | -19.6% |
| All | -10.4% | -44.1% | +33.7% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling