+75.5%
BND vs TPR
+305.1%
-229.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | -0.1% |
| 7D | -0.6% | +6.4% | -7.0% | -0.5% |
| 30D | +1.6% | +13.8% | -12.2% | +1.7% |
| 3M | -0.5% | -16.6% | +16.1% | -0.6% |
| 6M | -1.1% | +0.7% | -1.7% | -1.0% |
| YTD | -0.7% | +5.3% | -6.0% | -0.6% |
| 1Y | -0.7% | +32.4% | -33.0% | -0.4% |
| 3Y | +14.4% | +406.4% | -392.0% | +16.0% |
| 5Y | -1.1% | +227.9% | -229.0% | 0.0% |
| 10Y | +17.9% | +371.7% | -353.8% | +20.5% |
| All | +75.5% | +305.1% | -229.5% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling