-80.9%
TTD vs BIDU
-42.3%
-38.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.6% | -2.4% | -2.2% | -3.8% |
| 30D | +3.7% | -16.0% | +19.6% | +10.2% |
| 3M | -30.2% | -24.0% | -6.2% | -23.0% |
| 6M | -51.4% | -24.9% | -26.5% | -47.4% |
| YTD | -63.4% | -29.6% | -33.9% | -59.7% |
| 1Y | -73.5% | -15.2% | -58.4% | -73.8% |
| 3Y | -83.5% | -32.2% | -51.3% | -82.9% |
| 5Y | -80.9% | -43.8% | -37.2% | -77.7% |
| All | -80.9% | -42.3% | -38.7% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling