+320.5%
TMUS vs BND
+76.1%
+244.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.3% | -0.4% | +5.6% | +5.3% |
| 3M | +3.1% | -0.6% | +3.8% | +3.1% |
| 6M | -16.5% | -1.4% | -15.0% | -16.4% |
| YTD | -9.2% | -0.2% | -8.9% | -9.2% |
| 1Y | -26.5% | +1.3% | -27.8% | -26.5% |
| 3Y | +39.0% | +13.2% | +25.9% | +39.2% |
| 5Y | +40.4% | -1.6% | +41.9% | +36.1% |
| 10Y | +303.7% | +15.5% | +288.2% | +324.7% |
| All | +320.5% | +76.1% | +244.4% | +372.9% |
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