-48.5%
TE vs BND
+4.6%
-53.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.1% |
| 7D | +18.2% | +0.1% | +18.1% | +18.1% |
| 30D | -13.5% | -0.4% | -13.1% | -13.2% |
| 3M | -44.6% | -0.2% | -44.3% | -44.4% |
| 6M | -24.7% | -1.2% | -23.5% | -23.9% |
| YTD | -24.3% | -0.3% | -23.9% | -23.9% |
| 1Y | +155.6% | +0.4% | +155.2% | +155.4% |
| 3Y | -18.3% | +13.4% | -31.7% | -25.9% |
| 5Y | -41.3% | -1.5% | -39.8% | -46.2% |
| All | -48.5% | +4.6% | -53.1% | -52.9% |
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