-48.9%
TSLL vs BIDU
-41.0%
-7.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +0.5% | -0.8% | +1.3% | +1.1% |
| 30D | +2.7% | -5.4% | +8.0% | +5.8% |
| 3M | +26.3% | -24.7% | +51.0% | +45.6% |
| 6M | -37.2% | -45.3% | +8.1% | -13.2% |
| YTD | -44.2% | -39.0% | -5.3% | -28.2% |
| 1Y | -44.0% | -39.6% | -4.4% | -28.0% |
| 3Y | 0.0% | -24.7% | +24.7% | +7.9% |
| All | -48.9% | -41.0% | -7.9% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling