+76.4%
BND vs TRMB
+338.1%
-261.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -0.1% | -2.5% | +2.4% | -0.1% |
| 30D | -0.4% | +1.5% | -1.9% | -0.4% |
| 3M | -0.6% | +6.8% | -7.4% | -0.6% |
| 6M | -1.4% | -14.9% | +13.5% | -1.5% |
| YTD | -0.2% | -24.1% | +23.9% | -0.3% |
| 1Y | +1.3% | -25.4% | +26.7% | +1.3% |
| 3Y | +13.2% | +8.0% | +5.1% | +13.2% |
| 5Y | -1.6% | -37.3% | +35.7% | -1.8% |
| 10Y | +15.5% | +116.8% | -101.3% | +16.9% |
| All | +76.4% | +338.1% | -261.7% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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