+234.6%
T vs BND
+76.8%
+157.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -0.1% | -1.1% | -1.2% |
| 30D | +11.4% | -0.4% | +11.7% | +11.4% |
| 3M | +14.3% | -0.6% | +14.9% | +14.4% |
| 6M | -9.3% | -1.4% | -7.8% | -9.0% |
| YTD | +7.1% | -0.2% | +7.3% | +7.1% |
| 1Y | -9.1% | +1.3% | -10.4% | -9.3% |
| 3Y | +105.3% | +13.2% | +92.2% | +101.9% |
| 5Y | +66.8% | -1.6% | +68.4% | +64.0% |
| 10Y | +66.8% | +15.5% | +51.3% | +65.9% |
| All | +234.6% | +76.8% | +157.8% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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