+64.7%
BND vs TNA
+944.8%
-880.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | -0.1% | -3.6% | +3.5% | -0.1% |
| 30D | -0.2% | -10.1% | +9.8% | -0.2% |
| 3M | -0.7% | +2.7% | -3.4% | -0.7% |
| 6M | -1.7% | +38.4% | -40.1% | -1.6% |
| YTD | -0.5% | +45.4% | -46.0% | -0.5% |
| 1Y | +0.4% | +55.9% | -55.6% | +0.4% |
| 3Y | +13.1% | +109.8% | -96.7% | +13.4% |
| 5Y | -2.1% | -22.5% | +20.4% | -2.3% |
| 10Y | +15.7% | +87.5% | -71.8% | +17.6% |
| All | +64.7% | +944.8% | -880.1% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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