-43.6%
TSLQ vs BIDU
-16.8%
-26.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.5% |
| 7D | -6.6% | -8.1% | +1.5% | -11.3% |
| 30D | -24.3% | -12.8% | -11.5% | -30.0% |
| 3M | -3.6% | -21.3% | +17.7% | -14.2% |
| 6M | -12.0% | -27.0% | +15.0% | -21.8% |
| YTD | +1.4% | -30.0% | +31.4% | -11.2% |
| 1Y | -43.6% | -18.3% | -25.3% | -44.4% |
| All | -43.6% | -16.8% | -26.7% | -44.4% |
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 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