+6,774.3%
TSM vs BND
+74.6%
+6,699.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.7% |
| 7D | +6.2% | -1.4% | +7.6% | +5.7% |
| 30D | -7.3% | +0.6% | -7.9% | -7.1% |
| 3M | -7.1% | -1.6% | -5.5% | -7.6% |
| 6M | +0.2% | -1.5% | +1.8% | -0.3% |
| YTD | +32.2% | -1.5% | +33.7% | +31.6% |
| 1Y | +42.8% | -1.1% | +43.9% | +42.3% |
| 3Y | +330.4% | +13.6% | +316.8% | +352.9% |
| 5Y | +263.9% | -1.8% | +265.7% | +244.2% |
| 10Y | +1,580.2% | +17.0% | +1,563.2% | +1,827.0% |
| All | +6,774.3% | +74.6% | +6,699.7% | +14,202.0% |
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