-49.3%
TE vs BND
-2.6%
-46.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -1.0% | +1.2% | +1.4% |
| 30D | -5.9% | -1.1% | -4.8% | -4.6% |
| 3M | -45.6% | -1.9% | -43.7% | -44.3% |
| 6M | -43.4% | -1.6% | -41.7% | -42.0% |
| YTD | -31.0% | -1.2% | -29.7% | -29.7% |
| 1Y | +145.2% | -0.7% | +146.0% | +148.1% |
| 3Y | -24.1% | +12.5% | -36.6% | -34.9% |
| All | -49.3% | -2.6% | -46.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling