+74.7%
BND vs TDY
+1,494.5%
-1,419.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | -0.9% | -1.9% | +1.0% | -0.9% |
| 30D | -1.0% | -12.5% | +11.5% | -1.0% |
| 3M | -1.2% | -0.8% | -0.4% | -1.2% |
| 6M | -2.0% | -9.0% | +7.0% | -2.0% |
| YTD | -1.2% | +16.8% | -18.0% | -1.1% |
| 1Y | -0.5% | +9.5% | -9.9% | -0.4% |
| 3Y | +12.4% | +45.4% | -33.0% | +12.6% |
| 5Y | -2.5% | +37.8% | -40.3% | -2.3% |
| 10Y | +15.0% | +470.2% | -455.2% | +19.0% |
| All | +74.7% | +1,494.5% | -1,419.8% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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