+76.2%
BND vs TTMI
+1,211.9%
-1,135.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.1% |
| 7D | +0.1% | +12.2% | -12.0% | +0.2% |
| 30D | -0.4% | -5.7% | +5.4% | -0.4% |
| 3M | -0.2% | -27.5% | +27.2% | -0.3% |
| 6M | -1.2% | +47.1% | -48.3% | -0.9% |
| YTD | -0.3% | +87.5% | -87.8% | +0.1% |
| 1Y | +0.4% | +175.2% | -174.8% | +1.1% |
| 3Y | +13.4% | +901.9% | -888.5% | +15.2% |
| 5Y | -1.5% | +843.5% | -845.0% | +0.2% |
| 10Y | +15.5% | +1,077.0% | -1,061.5% | +18.4% |
| All | +76.2% | +1,211.9% | -1,135.7% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling