-7.7%
TSN vs BIDU
-49.1%
+41.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +1.4% | -5.2% | +6.6% | +1.7% |
| 30D | -6.2% | -14.5% | +8.3% | -5.2% |
| 3M | -5.7% | -22.9% | +17.2% | -4.0% |
| 6M | -11.4% | -27.8% | +16.5% | -9.7% |
| YTD | -8.2% | -30.7% | +22.5% | -6.4% |
| 1Y | -2.0% | -15.8% | +13.8% | -2.1% |
| 3Y | +11.9% | -33.2% | +45.1% | +12.7% |
| 5Y | -17.8% | -44.8% | +27.0% | -18.2% |
| All | -7.7% | -49.1% | +41.4% | -19.0% |
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