+1,101.2%
TSEM vs BIDU
+1,302.3%
-201.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.8% | +0.5% |
| 7D | +10.4% | -2.4% | +12.9% | +11.1% |
| 30D | -12.9% | -15.6% | +2.7% | -9.5% |
| 3M | -9.2% | -22.3% | +13.1% | -3.8% |
| 6M | +98.8% | -22.3% | +121.0% | +110.1% |
| YTD | +87.2% | -29.2% | +116.4% | +101.9% |
| 1Y | +239.0% | -14.8% | +253.8% | +248.7% |
| 3Y | +679.5% | -31.8% | +711.3% | +718.7% |
| 5Y | +667.3% | -43.1% | +710.4% | +673.8% |
| 10Y | +1,301.0% | -50.6% | +1,351.7% | +1,276.6% |
| All | +1,101.2% | +1,302.3% | -201.1% | +640.5% |
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