-1.5%
BND vs TT
+139.1%
-140.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | -0.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | +2.0% | -11.8% | +13.8% | +2.5% |
| 3M | -0.4% | -12.6% | +12.2% | +0.1% |
| 6M | -0.9% | -9.4% | +8.4% | -0.7% |
| YTD | -0.3% | +8.8% | -9.2% | -0.9% |
| 1Y | 0.0% | -2.5% | +2.5% | -0.1% |
| 3Y | +15.1% | +95.7% | -80.6% | +10.1% |
| 5Y | -1.5% | +135.7% | -137.3% | -8.4% |
| All | -1.5% | +139.1% | -140.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling