+285.0%
TSM vs BND
-1.8%
+286.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | +4.0% | -0.2% | +4.3% | +4.2% |
| 3M | +2.0% | -0.7% | +2.7% | +2.4% |
| 6M | +25.5% | -1.7% | +27.2% | +26.6% |
| YTD | +44.0% | -0.5% | +44.5% | +44.6% |
| 1Y | +75.4% | +0.4% | +75.1% | +75.6% |
| 3Y | +406.7% | +13.1% | +393.6% | +374.5% |
| 5Y | +285.0% | -2.1% | +287.1% | +250.7% |
| All | +285.0% | -1.8% | +286.8% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling