+11.6%
TSN vs BIDU
-51.3%
+62.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.4% | -4.6% | +3.1% | -1.1% |
| 30D | +8.5% | -4.5% | +13.0% | +8.8% |
| 3M | +5.3% | -25.4% | +30.6% | +7.3% |
| 6M | -10.5% | -48.1% | +37.6% | -6.4% |
| YTD | +3.0% | -40.2% | +43.2% | +6.0% |
| 1Y | +12.1% | -35.2% | +47.4% | +14.6% |
| 3Y | +43.1% | -27.1% | +70.2% | +42.5% |
| 5Y | -15.1% | -54.2% | +39.1% | -14.2% |
| All | +11.6% | -51.3% | +62.9% | +0.4% |
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