+172.6%
TTMI vs BIDU
+1.5%
+171.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.8% | +7.4% |
| 7D | +5.9% | +2.4% | +3.4% | +5.0% |
| 30D | -4.3% | -10.5% | +6.2% | -0.6% |
| 3M | -32.0% | -26.2% | -5.8% | -24.7% |
| 6M | +19.5% | -16.4% | +35.9% | +25.8% |
| YTD | +82.0% | -23.9% | +105.9% | +95.3% |
| 1Y | +172.6% | +1.3% | +171.3% | +227.0% |
| All | +172.6% | +1.5% | +171.2% | +227.0% |
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