-68.3%
TTD vs BIDU
-16.8%
-51.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.5% |
| 7D | -0.6% | -8.1% | +7.5% | +0.3% |
| 30D | +6.3% | -12.8% | +19.1% | +7.7% |
| 3M | -24.1% | -21.3% | -2.8% | -22.3% |
| 6M | -47.4% | -27.0% | -20.5% | -46.3% |
| YTD | -62.2% | -30.0% | -32.2% | -60.7% |
| 1Y | -68.3% | -18.3% | -50.0% | -67.2% |
| All | -68.3% | -16.8% | -51.5% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling