-97.2%
TSLQ vs BIDU
-35.7%
-61.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.0% | -1.0% | -11.2% |
| 7D | -8.6% | -2.4% | -6.1% | -9.9% |
| 30D | -24.9% | -15.6% | -9.2% | -30.5% |
| 3M | -1.5% | -22.3% | +20.8% | -10.6% |
| 6M | -18.1% | -22.3% | +4.2% | -23.1% |
| YTD | -0.1% | -29.2% | +29.1% | -8.9% |
| 1Y | -51.4% | -14.8% | -36.6% | -50.2% |
| 3Y | -95.9% | -31.8% | -64.1% | -95.4% |
| All | -97.2% | -35.7% | -61.5% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling