+57.0%
BND vs TMF
-69.2%
+126.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +2.3% | +19.7% | -17.5% | +0.7% |
| 3M | -0.2% | -2.1% | +1.9% | -0.1% |
| 6M | -1.0% | -13.4% | +12.5% | +0.1% |
| YTD | -0.4% | -16.7% | +16.4% | +0.9% |
| 1Y | -0.1% | -23.3% | +23.2% | +1.9% |
| 3Y | +15.1% | -24.8% | +39.9% | +16.3% |
| 5Y | -1.5% | -88.0% | +86.5% | +11.8% |
| 10Y | +16.0% | -84.7% | +100.8% | +26.0% |
| All | +57.0% | -69.2% | +126.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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