+14.8%
BND vs TSEM
+1,313.0%
-1,298.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.1% |
| 7D | -1.0% | -4.9% | +3.9% | -1.0% |
| 30D | -1.1% | -18.7% | +17.6% | -1.0% |
| 3M | -1.9% | -18.1% | +16.3% | -1.8% |
| 6M | -1.6% | +77.1% | -78.7% | -2.0% |
| YTD | -1.2% | +80.1% | -81.4% | -1.6% |
| 1Y | -0.7% | +220.4% | -221.1% | -1.3% |
| 3Y | +12.5% | +650.1% | -637.6% | +11.2% |
| 5Y | -2.5% | +628.9% | -631.4% | -3.7% |
| All | +14.8% | +1,313.0% | -1,298.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling