+17.3%
BND vs TPR
+386.9%
-369.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.1% | +12.1% | -12.2% | -0.1% |
| 30D | +1.3% | +16.7% | -15.4% | +1.2% |
| 3M | -0.7% | -17.4% | +16.7% | -0.7% |
| 6M | -1.6% | +2.3% | -3.9% | -1.6% |
| YTD | -1.0% | +7.1% | -8.2% | -1.1% |
| 1Y | -0.7% | +29.5% | -30.2% | -0.8% |
| 3Y | +14.1% | +415.0% | -401.0% | +13.6% |
| 5Y | -1.5% | +261.5% | -263.0% | -2.1% |
| 10Y | +17.3% | +383.3% | -366.0% | +16.8% |
| All | +17.3% | +386.9% | -369.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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