+5.8%
BND vs TXG
+24.6%
-18.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -0.1% | +9.1% | -9.3% | -0.3% |
| 30D | -0.2% | +14.9% | -15.1% | -0.5% |
| 3M | -0.7% | +120.0% | -120.7% | -2.0% |
| 6M | -1.7% | +221.8% | -223.5% | -3.6% |
| YTD | -0.5% | +312.6% | -313.1% | -3.0% |
| 1Y | +0.4% | +398.4% | -398.1% | -2.5% |
| 3Y | +13.1% | +42.1% | -28.9% | +11.7% |
| 5Y | -2.1% | -63.5% | +61.4% | -3.2% |
| All | +5.8% | +24.6% | -18.8% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling