+76.2%
BND vs TSEM
+747.1%
-670.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | -0.1% |
| 7D | +0.1% | +10.4% | -10.3% | +0.2% |
| 30D | -0.4% | -12.9% | +12.6% | -0.4% |
| 3M | -0.2% | -9.2% | +8.9% | -0.2% |
| 6M | -1.2% | +98.8% | -99.9% | -0.9% |
| YTD | -0.3% | +87.2% | -87.5% | -0.1% |
| 1Y | +0.4% | +239.0% | -238.6% | +0.8% |
| 3Y | +13.4% | +679.5% | -666.1% | +14.2% |
| 5Y | -1.5% | +667.3% | -668.8% | -0.8% |
| 10Y | +15.5% | +1,301.0% | -1,285.6% | +16.8% |
| All | +76.2% | +747.1% | -670.9% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling