-95.5%
TSLQ vs BIDU
-33.9%
-61.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | -0.2% |
| 7D | -8.0% | -2.4% | -5.6% | -9.6% |
| 30D | -23.8% | -16.0% | -7.8% | -30.9% |
| 3M | -7.0% | -24.0% | +17.0% | -18.5% |
| 6M | -17.1% | -24.9% | +7.8% | -25.0% |
| YTD | +0.1% | -29.6% | +29.6% | -11.4% |
| 1Y | -51.2% | -15.2% | -36.0% | -49.8% |
| All | -95.5% | -33.9% | -61.6% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling