+1,465.0%
TSCO vs BIDU
+1,272.6%
+192.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -3.1% | -5.2% | +2.1% | -2.4% |
| 30D | -4.4% | -14.5% | +10.1% | -2.4% |
| 3M | +9.7% | -22.9% | +32.6% | +13.4% |
| 6M | -32.4% | -27.8% | -4.6% | -29.9% |
| YTD | -31.7% | -30.7% | -1.0% | -29.0% |
| 1Y | -41.3% | -15.8% | -25.5% | -41.3% |
| 3Y | -18.3% | -33.2% | +14.9% | -17.3% |
| 5Y | -10.3% | -44.8% | +34.5% | -11.4% |
| 10Y | +188.5% | -50.3% | +238.7% | +169.4% |
| All | +1,465.0% | +1,272.6% | +192.5% | +738.0% |
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