+430.9%
TTD vs BIDU
-57.5%
+488.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +20.8% | -0.8% | +21.6% | +21.1% |
| 30D | +33.8% | -5.4% | +39.2% | +37.0% |
| 3M | +17.8% | -24.7% | +42.6% | +31.9% |
| 6M | -25.7% | -45.3% | +19.5% | -5.9% |
| YTD | -57.9% | -39.0% | -18.9% | -50.4% |
| 1Y | -63.8% | -39.6% | -24.3% | -57.5% |
| 3Y | -75.0% | -24.7% | -50.3% | -76.0% |
| 5Y | -82.5% | -52.3% | -30.2% | -80.2% |
| 10Y | +527.9% | -51.1% | +579.0% | +589.2% |
| All | +430.9% | -57.5% | +488.4% | +494.8% |
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