+76.2%
BND vs TSN
+283.7%
-207.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +0.1% | -5.0% | +5.2% | +0.1% |
| 30D | -0.4% | -9.1% | +8.7% | -0.4% |
| 3M | -0.2% | -7.4% | +7.2% | -0.2% |
| 6M | -1.2% | -13.4% | +12.2% | -1.2% |
| YTD | -0.3% | -8.5% | +8.2% | -0.3% |
| 1Y | +0.4% | -3.2% | +3.6% | +0.4% |
| 3Y | +13.4% | +11.5% | +1.9% | +13.5% |
| 5Y | -1.5% | -19.5% | +18.0% | -1.6% |
| 10Y | +15.5% | -9.1% | +24.6% | +15.6% |
| All | +76.2% | +283.7% | -207.4% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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