-18.0%
TSN vs BIDU
-54.4%
+36.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.4% | -4.6% | +3.1% | -1.3% |
| 30D | +8.5% | -4.5% | +13.0% | +8.7% |
| 3M | +5.3% | -25.4% | +30.6% | +6.5% |
| 6M | -10.5% | -48.1% | +37.6% | -8.1% |
| YTD | +3.0% | -40.2% | +43.2% | +4.7% |
| 1Y | +12.1% | -35.2% | +47.4% | +13.5% |
| 3Y | +43.1% | -27.1% | +70.2% | +42.5% |
| All | -18.0% | -54.4% | +36.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling