+167.7%
TFC vs BND
+76.8%
+91.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +2.4% | -0.1% | +2.6% | +2.3% |
| 30D | -1.3% | -0.4% | -0.9% | -1.6% |
| 3M | +6.1% | -0.6% | +6.7% | +5.4% |
| 6M | +7.3% | -1.4% | +8.8% | +5.7% |
| YTD | +8.2% | -0.2% | +8.4% | +7.8% |
| 1Y | +14.4% | +1.3% | +13.1% | +15.7% |
| 3Y | +93.7% | +13.2% | +80.6% | +117.4% |
| 5Y | +16.4% | -1.6% | +18.0% | +4.9% |
| 10Y | +101.6% | +15.5% | +86.1% | +145.9% |
| All | +167.7% | +76.8% | +91.0% | +571.5% |
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