+2,226.0%
TT vs BIDU
+1,140.5%
+1,085.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.7% |
| 7D | -2.0% | +7.2% | -9.2% | -3.5% |
| 30D | -14.0% | -4.0% | -10.0% | -13.3% |
| 3M | -15.9% | -25.1% | +9.2% | -10.9% |
| 6M | -17.3% | -41.8% | +24.4% | -8.2% |
| YTD | +4.0% | -37.3% | +41.3% | +12.8% |
| 1Y | -7.1% | -35.6% | +28.4% | -0.2% |
| 3Y | +90.2% | -24.5% | +114.7% | +88.7% |
| 5Y | +131.1% | -48.3% | +179.4% | +131.4% |
| 10Y | +777.7% | -51.2% | +828.9% | +702.5% |
| All | +2,226.0% | +1,140.5% | +1,085.5% | +950.2% |
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