+10.8%
BND vs TLN
+571.8%
-561.0%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | -0.9% | +2.0% | -2.9% | -0.9% |
| 30D | -1.0% | -12.9% | +12.0% | -0.9% |
| 3M | -1.2% | -7.4% | +6.2% | -1.2% |
| 6M | -2.0% | -6.0% | +4.0% | -2.0% |
| YTD | -1.2% | -16.9% | +15.7% | -1.2% |
| 1Y | -0.5% | -22.6% | +22.2% | -0.5% |
| 3Y | +12.4% | +469.0% | -456.6% | +9.4% |
| All | +10.8% | +571.8% | -561.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling