+1,779.8%
TSM vs BND
+15.0%
+1,764.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.0% | -1.0% | +2.0% | +1.5% |
| 30D | +1.0% | -1.1% | +2.1% | +1.5% |
| 3M | +2.9% | -1.9% | +4.8% | +3.8% |
| 6M | +22.8% | -1.6% | +24.4% | +23.8% |
| YTD | +43.3% | -1.2% | +44.5% | +44.3% |
| 1Y | +69.2% | -0.7% | +69.9% | +70.0% |
| 3Y | +404.5% | +12.5% | +392.0% | +379.4% |
| 5Y | +282.2% | -2.5% | +284.7% | +276.2% |
| All | +1,779.8% | +15.0% | +1,764.8% | +1,816.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling