+192.2%
T vs BND
+74.6%
+117.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | -1.4% | +4.0% | +2.8% |
| 30D | -3.8% | +0.6% | -4.4% | -3.9% |
| 3M | -8.7% | -1.6% | -7.1% | -8.5% |
| 6M | -8.1% | -1.5% | -6.6% | -7.9% |
| YTD | -6.4% | -1.5% | -5.0% | -6.2% |
| 1Y | -9.8% | -1.1% | -8.7% | -9.6% |
| 3Y | +65.5% | +13.6% | +51.9% | +62.9% |
| 5Y | +57.0% | -1.8% | +58.8% | +54.6% |
| 10Y | +60.8% | +17.0% | +43.8% | +60.8% |
| All | +192.2% | +74.6% | +117.7% | +184.9% |
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