-49.7%
TSLQ vs BIDU
+1.5%
-51.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +7.9% | +14.5% |
| 7D | -5.8% | +2.4% | -8.2% | -4.7% |
| 30D | -22.1% | -10.5% | -11.6% | -27.0% |
| 3M | +10.1% | -26.2% | +36.3% | -4.9% |
| 6M | -6.8% | -16.4% | +9.6% | -10.8% |
| YTD | +8.5% | -23.9% | +32.4% | -0.1% |
| 1Y | -49.7% | +1.3% | -51.0% | -47.7% |
| All | -49.7% | +1.5% | -51.2% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling