+84.4%
TSM vs BND
+1.4%
+82.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +2.7% | -0.1% | +2.9% | +3.1% |
| 30D | +3.6% | -0.4% | +4.0% | +4.5% |
| 3M | -3.4% | -0.6% | -2.7% | -1.8% |
| 6M | +20.6% | -1.4% | +22.1% | +22.9% |
| YTD | +41.9% | -0.2% | +42.1% | +44.2% |
| 1Y | +84.4% | +1.3% | +83.1% | +86.8% |
| All | +84.4% | +1.4% | +82.9% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling