+76.4%
BND vs TPR
+271.0%
-194.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | -2.3% | +2.2% | -0.2% |
| 30D | -0.4% | -23.0% | +22.6% | -0.5% |
| 3M | -0.6% | -12.5% | +11.8% | -0.7% |
| 6M | -1.4% | -21.4% | +20.0% | -1.6% |
| YTD | -0.2% | -3.5% | +3.3% | -0.2% |
| 1Y | +1.3% | +17.4% | -16.1% | +1.5% |
| 3Y | +13.2% | +291.3% | -278.1% | +14.5% |
| 5Y | -1.6% | +241.9% | -243.5% | -0.4% |
| 10Y | +15.5% | +322.7% | -307.2% | +17.9% |
| All | +76.4% | +271.0% | -194.7% | +80.5% |
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