-83.3%
TTD vs BIDU
-32.1%
-51.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.1% | -1.5% |
| 7D | +1.7% | -2.4% | +4.2% | +2.2% |
| 30D | +1.6% | -15.6% | +17.2% | +4.7% |
| 3M | -27.8% | -22.3% | -5.6% | -24.5% |
| 6M | -52.1% | -22.3% | -29.9% | -50.6% |
| YTD | -63.1% | -29.2% | -33.9% | -61.1% |
| 1Y | -73.1% | -14.8% | -58.2% | -73.2% |
| 3Y | -83.3% | -31.8% | -51.5% | -81.6% |
| All | -83.3% | -32.1% | -51.2% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling