+802.2%
TTMI vs BIDU
-45.6%
+847.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.2% |
| 7D | +6.0% | -5.2% | +11.2% | +7.3% |
| 30D | -6.4% | -14.5% | +8.1% | -3.1% |
| 3M | -28.9% | -22.9% | -6.0% | -24.8% |
| 6M | +26.9% | -27.8% | +54.7% | +35.8% |
| YTD | +77.3% | -30.7% | +108.0% | +90.8% |
| 1Y | +147.5% | -15.8% | +163.3% | +154.9% |
| 3Y | +847.6% | -33.2% | +880.9% | +889.5% |
| 5Y | +802.2% | -44.8% | +847.0% | +792.4% |
| All | +802.2% | -45.6% | +847.8% | +792.4% |
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