-52.1%
TSLL vs BIDU
-40.0%
-12.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.9% | +11.5% |
| 7D | -14.3% | +5.4% | -19.7% | -16.8% |
| 30D | -6.2% | -5.0% | -1.1% | -3.5% |
| 3M | +21.2% | -26.1% | +47.3% | +41.2% |
| 6M | -36.6% | -42.6% | +6.0% | -14.5% |
| YTD | -47.8% | -38.0% | -9.8% | -33.3% |
| 1Y | -45.2% | -35.7% | -9.6% | -31.9% |
| 3Y | -3.3% | -22.9% | +19.7% | +3.2% |
| All | -52.1% | -40.0% | -12.1% | -44.6% |
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