+161.7%
TFC vs BND
+74.6%
+87.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.1% |
| 7D | +2.3% | -1.4% | +3.7% | +1.0% |
| 30D | +10.8% | +0.6% | +10.2% | +11.3% |
| 3M | -3.8% | -1.6% | -2.2% | -5.2% |
| 6M | +9.6% | -1.5% | +11.1% | +7.9% |
| YTD | +5.8% | -1.5% | +7.2% | +4.2% |
| 1Y | +16.2% | -1.1% | +17.2% | +14.8% |
| 3Y | +96.0% | +13.6% | +82.4% | +122.0% |
| 5Y | +1.7% | -1.8% | +3.5% | -8.1% |
| 10Y | +79.9% | +17.0% | +62.8% | +128.0% |
| All | +161.7% | +74.6% | +87.1% | +548.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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