-22.4%
TYL vs BIDU
-48.7%
+26.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.7% |
| 7D | +6.7% | +7.2% | -0.5% | +5.7% |
| 30D | +26.5% | -4.0% | +30.6% | +27.1% |
| 3M | +37.3% | -25.1% | +62.4% | +42.2% |
| 6M | +31.2% | -41.8% | +72.9% | +39.9% |
| YTD | -7.4% | -37.3% | +30.0% | -3.0% |
| 1Y | -9.6% | -35.6% | +26.0% | -6.0% |
| 3Y | +1.9% | -24.5% | +26.4% | -0.7% |
| All | -22.4% | -48.7% | +26.4% | -19.4% |
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