+75.8%
BND vs TKO
+2,348.8%
-2,273.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.1% |
| 30D | -0.2% | +0.9% | -1.1% | -0.2% |
| 3M | -0.7% | -6.2% | +5.5% | -0.7% |
| 6M | -1.7% | -5.6% | +4.0% | -1.7% |
| YTD | -0.5% | -7.8% | +7.3% | -0.5% |
| 1Y | +0.4% | -1.2% | +1.6% | +0.4% |
| 3Y | +13.1% | +106.5% | -93.4% | +13.5% |
| 5Y | -2.1% | +310.4% | -312.4% | -1.3% |
| 10Y | +15.7% | +987.5% | -971.8% | +18.5% |
| All | +75.8% | +2,348.8% | -2,273.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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