+74.4%
BND vs TXT
+97.7%
-23.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | +0.8% | +13.3% | -12.4% | +0.9% |
| 3M | -1.2% | -5.1% | +3.9% | -1.2% |
| 6M | -1.4% | -7.1% | +5.7% | -1.4% |
| YTD | -1.3% | -3.2% | +1.9% | -1.3% |
| 1Y | -1.2% | +2.3% | -3.6% | -1.2% |
| 3Y | +13.7% | +11.1% | +2.6% | +13.9% |
| 5Y | -1.7% | +10.0% | -11.7% | -1.5% |
| 10Y | +17.2% | +91.1% | -73.9% | +18.0% |
| All | +74.4% | +97.7% | -23.3% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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