+76.2%
BND vs TCOM
+369.8%
-293.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +0.1% | -7.6% | +7.8% | +0.1% |
| 30D | -0.4% | -12.2% | +11.9% | -0.4% |
| 3M | -0.2% | -14.2% | +14.0% | -0.3% |
| 6M | -1.2% | -25.0% | +23.8% | -1.3% |
| YTD | -0.3% | -43.7% | +43.4% | -0.6% |
| 1Y | +0.4% | -44.5% | +44.9% | +0.1% |
| 3Y | +13.4% | +13.4% | 0.0% | +13.7% |
| 5Y | -1.5% | +26.5% | -28.0% | -1.0% |
| 10Y | +15.5% | -10.3% | +25.7% | +16.1% |
| All | +76.2% | +369.8% | -293.6% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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