+146.0%
TT vs BIDU
-40.3%
+186.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | +0.4% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | -7.2% | -10.5% | +3.3% | -6.2% |
| 3M | -3.0% | -26.2% | +23.2% | 0.0% |
| 6M | +1.4% | -16.4% | +17.7% | +2.8% |
| YTD | +15.9% | -23.9% | +39.8% | +18.4% |
| 1Y | +9.4% | +1.3% | +8.1% | +7.9% |
| 3Y | +124.4% | -32.1% | +156.5% | +127.8% |
| All | +146.0% | -40.3% | +186.3% | +142.3% |
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