+1,774.6%
TTMI vs BIDU
+1,302.3%
+472.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.0% | +9.9% | +4.8% |
| 7D | +12.2% | -2.4% | +14.6% | +12.8% |
| 30D | -5.7% | -15.6% | +9.9% | -1.4% |
| 3M | -27.5% | -22.3% | -5.2% | -22.7% |
| 6M | +47.1% | -22.3% | +69.4% | +56.5% |
| YTD | +87.5% | -29.2% | +116.6% | +103.5% |
| 1Y | +175.2% | -14.8% | +190.0% | +182.2% |
| 3Y | +901.9% | -31.8% | +933.7% | +953.9% |
| 5Y | +843.5% | -43.1% | +886.6% | +854.2% |
| 10Y | +1,077.0% | -50.6% | +1,127.6% | +1,020.5% |
| All | +1,774.6% | +1,302.3% | +472.4% | +711.9% |
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