+9,925.4%
TSM vs BIDU
+1,407.1%
+8,518.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.8% |
| 7D | +2.7% | +2.4% | +0.3% | +2.1% |
| 30D | +3.6% | -10.5% | +14.1% | +6.3% |
| 3M | -3.4% | -26.2% | +22.8% | +3.9% |
| 6M | +20.6% | -16.4% | +37.0% | +25.2% |
| YTD | +41.9% | -23.9% | +65.7% | +50.1% |
| 1Y | +84.4% | +1.3% | +83.1% | +80.3% |
| 3Y | +380.2% | -32.1% | +412.3% | +401.1% |
| 5Y | +275.3% | -39.0% | +314.3% | +276.5% |
| 10Y | +1,751.4% | -44.0% | +1,795.4% | +1,681.1% |
| All | +9,925.4% | +1,407.1% | +8,518.3% | +4,669.7% |
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 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