+9,403.4%
TSM vs BIDU
+1,076.2%
+8,327.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.2% |
| 7D | +14.8% | -2.3% | +17.2% | +15.5% |
| 30D | -8.9% | -7.3% | -1.6% | -7.2% |
| 3M | -5.3% | -26.0% | +20.7% | +1.8% |
| 6M | +2.6% | -44.5% | +47.1% | +17.8% |
| YTD | +34.5% | -40.6% | +75.1% | +51.1% |
| 1Y | +41.0% | -39.8% | +80.8% | +57.5% |
| 3Y | +333.1% | -26.7% | +359.8% | +344.2% |
| 5Y | +270.1% | -54.5% | +324.6% | +299.8% |
| 10Y | +1,608.7% | -52.4% | +1,661.0% | +1,612.5% |
| All | +9,403.4% | +1,076.2% | +8,327.2% | +4,700.9% |
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