+1,641.8%
TSM vs BIDU
-50.9%
+1,692.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +4.4% | -0.8% | +5.3% | +4.7% |
| 30D | -7.0% | -5.4% | -1.6% | -5.5% |
| 3M | -1.8% | -24.7% | +22.9% | +5.9% |
| 6M | +2.7% | -45.3% | +48.0% | +20.5% |
| YTD | +37.1% | -39.0% | +76.0% | +55.0% |
| 1Y | +43.5% | -39.6% | +83.0% | +62.1% |
| 3Y | +341.5% | -24.7% | +366.2% | +349.0% |
| 5Y | +278.9% | -52.3% | +331.2% | +308.4% |
| 10Y | +1,641.8% | -51.1% | +1,692.8% | +1,460.3% |
| All | +1,641.8% | -50.9% | +1,692.7% | +1,460.3% |
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