+11.3%
BND vs TLN
+716.6%
-705.3%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.1% |
| 7D | -0.6% | +15.9% | -16.5% | -0.6% |
| 30D | +1.6% | -0.3% | +1.9% | +1.6% |
| 3M | -0.5% | +5.8% | -6.3% | -0.5% |
| 6M | -1.1% | -1.2% | +0.2% | -1.1% |
| YTD | -0.7% | +1.0% | -1.7% | -0.8% |
| 1Y | -0.7% | +1.1% | -1.8% | -0.8% |
| 3Y | +14.4% | +591.7% | -577.3% | +11.2% |
| All | +11.3% | +716.6% | -705.3% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling