-0.5%
BND vs TXG
+406.9%
-407.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.4% |
| 7D | +0.4% | -19.3% | +19.7% | +0.6% |
| 30D | +2.3% | -30.9% | +33.2% | +2.7% |
| 3M | -1.0% | +41.1% | -42.0% | -1.7% |
| 6M | -0.9% | +211.9% | -212.7% | -2.8% |
| YTD | -0.9% | +314.0% | -314.8% | -2.9% |
| 1Y | -0.5% | +405.4% | -405.9% | -2.6% |
| All | -0.5% | +406.9% | -407.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling