+508.5%
TTD vs BIDU
-51.3%
+559.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +21.3% | -4.6% | +25.8% | +23.6% |
| 30D | +28.7% | -4.5% | +33.3% | +31.3% |
| 3M | +7.7% | -25.4% | +33.0% | +21.0% |
| 6M | -23.5% | -48.1% | +24.6% | -0.4% |
| YTD | -58.7% | -40.2% | -18.5% | -50.8% |
| 1Y | -63.4% | -35.2% | -28.2% | -58.3% |
| 3Y | -75.3% | -27.1% | -48.2% | -75.9% |
| 5Y | -84.4% | -54.2% | -30.2% | -81.9% |
| All | +508.5% | -51.3% | +559.8% | +617.2% |
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 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