+411.2%
TSM vs BND
+13.6%
+397.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +4.5% | -0.4% | +4.9% | +4.7% |
| 3M | +3.1% | -0.2% | +3.3% | +3.2% |
| 6M | +30.2% | -1.2% | +31.4% | +30.6% |
| YTD | +45.2% | -0.3% | +45.5% | +45.6% |
| 1Y | +79.6% | +0.4% | +79.2% | +80.1% |
| All | +411.2% | +13.6% | +397.7% | +381.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling