-2.1%
BND vs TT
+143.3%
-145.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.1% | +1.4% | -1.6% | -0.2% |
| 30D | -0.2% | -6.7% | +6.4% | 0.0% |
| 3M | -0.7% | -5.4% | +4.7% | -0.5% |
| 6M | -1.7% | +4.4% | -6.0% | -1.9% |
| YTD | -0.5% | +14.9% | -15.5% | -1.2% |
| 1Y | +0.4% | +9.3% | -8.9% | -0.2% |
| 3Y | +13.1% | +121.7% | -108.6% | +7.7% |
| 5Y | -2.1% | +148.2% | -150.2% | -9.3% |
| All | -2.1% | +143.3% | -145.3% | -9.3% |
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