-2.7%
BND vs TXG
-62.8%
+60.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | -1.0% | +9.5% | -10.5% | -1.2% |
| 30D | -1.1% | +18.8% | -19.9% | -1.5% |
| 3M | -1.9% | +136.1% | -138.0% | -3.5% |
| 6M | -1.6% | +235.2% | -236.9% | -4.0% |
| YTD | -1.2% | +320.5% | -321.8% | -4.1% |
| 1Y | -0.7% | +425.2% | -425.9% | -4.1% |
| 3Y | +12.5% | +42.9% | -30.4% | +11.2% |
| All | -2.7% | -62.8% | +60.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling