+2,493.1%
TT vs BIDU
+1,407.1%
+1,086.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | 0.0% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | -7.2% | -10.5% | +3.3% | -5.2% |
| 3M | -3.0% | -26.2% | +23.2% | +2.9% |
| 6M | +1.4% | -16.4% | +17.7% | +4.1% |
| YTD | +15.9% | -23.9% | +39.8% | +20.9% |
| 1Y | +9.4% | +1.3% | +8.1% | +5.8% |
| 3Y | +124.4% | -32.1% | +156.5% | +128.9% |
| 5Y | +138.0% | -39.0% | +177.0% | +129.7% |
| 10Y | +886.4% | -44.0% | +930.4% | +778.7% |
| All | +2,493.1% | +1,407.1% | +1,086.0% | +1,025.2% |
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