+1,260.8%
TXN vs BIDU
+1,294.4%
-33.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +2.7% | -2.4% | +5.1% | +3.1% |
| 30D | -6.7% | -16.0% | +9.2% | -3.6% |
| 3M | -8.9% | -24.0% | +15.1% | -4.1% |
| 6M | +34.7% | -24.9% | +59.6% | +41.4% |
| YTD | +53.3% | -29.6% | +82.9% | +62.2% |
| 1Y | +45.0% | -15.2% | +60.2% | +46.4% |
| 3Y | +73.1% | -32.2% | +105.3% | +77.7% |
| 5Y | +59.9% | -43.8% | +103.7% | +60.3% |
| 10Y | +415.7% | -49.5% | +465.1% | +399.7% |
| All | +1,260.8% | +1,294.4% | -33.6% | +717.4% |
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 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