+6,890.8%
TSM vs BND
+74.8%
+6,816.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.1% |
| 7D | +14.8% | -1.4% | +16.2% | +14.3% |
| 30D | -8.9% | +0.8% | -9.7% | -8.6% |
| 3M | -5.3% | -1.2% | -4.1% | -5.6% |
| 6M | +2.6% | -1.4% | +4.0% | +2.1% |
| YTD | +34.5% | -1.3% | +35.8% | +33.8% |
| 1Y | +41.0% | -1.2% | +42.2% | +40.4% |
| 3Y | +333.1% | +13.7% | +319.4% | +355.9% |
| 5Y | +270.1% | -1.7% | +271.8% | +250.1% |
| 10Y | +1,608.7% | +17.2% | +1,591.5% | +1,860.5% |
| All | +6,890.8% | +74.8% | +6,816.0% | +14,450.8% |
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 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