-2.5%
BND vs TTMI
+798.2%
-800.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -0.9% | +6.0% | -6.9% | -1.0% |
| 30D | -1.0% | -6.4% | +5.5% | -0.9% |
| 3M | -1.2% | -28.9% | +27.7% | -0.9% |
| 6M | -2.0% | +26.9% | -28.9% | -2.7% |
| YTD | -1.2% | +77.3% | -78.5% | -2.5% |
| 1Y | -0.5% | +147.5% | -148.0% | -2.6% |
| 3Y | +12.4% | +847.6% | -835.2% | +5.6% |
| 5Y | -2.5% | +802.2% | -804.7% | -8.2% |
| All | -2.5% | +798.2% | -800.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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