+76.4%
BND vs TXT
+85.3%
-9.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | -4.8% | +4.6% | -0.2% |
| 30D | -0.4% | -10.6% | +10.3% | -0.4% |
| 3M | -0.6% | -13.2% | +12.5% | -0.7% |
| 6M | -1.4% | -20.3% | +18.9% | -1.6% |
| YTD | -0.2% | -9.3% | +9.0% | -0.3% |
| 1Y | +1.3% | -2.7% | +4.0% | +1.3% |
| 3Y | +13.2% | +1.4% | +11.8% | +13.2% |
| 5Y | -1.6% | +9.6% | -11.1% | -1.4% |
| 10Y | +15.5% | +94.9% | -79.4% | +16.4% |
| All | +76.4% | +85.3% | -9.0% | +75.7% |
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