+1,789.0%
TSM vs BIDU
-48.3%
+1,837.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | +4.8% | -2.4% | +7.2% | +5.4% |
| 30D | +4.0% | -16.0% | +20.0% | +8.8% |
| 3M | +2.0% | -24.0% | +26.0% | +9.6% |
| 6M | +25.5% | -24.9% | +50.4% | +34.6% |
| YTD | +44.0% | -29.6% | +73.6% | +56.5% |
| 1Y | +75.4% | -15.2% | +90.6% | +79.2% |
| 3Y | +406.7% | -32.2% | +438.9% | +430.3% |
| 5Y | +285.0% | -43.8% | +328.7% | +294.3% |
| All | +1,789.0% | -48.3% | +1,837.3% | +1,603.7% |
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 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