-20.8%
TLT vs BND
+15.0%
-35.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | +0.2% |
| 7D | -1.6% | -0.9% | -0.7% | +0.4% |
| 30D | -1.3% | -1.0% | -0.4% | +0.7% |
| 3M | -3.7% | -1.2% | -2.5% | -1.1% |
| 6M | -6.4% | -2.0% | -4.4% | -2.1% |
| YTD | -4.5% | -1.2% | -3.3% | -1.9% |
| 1Y | -5.9% | -0.5% | -5.4% | -4.7% |
| 3Y | -2.8% | +12.4% | -15.2% | -22.9% |
| 5Y | -35.1% | -2.5% | -32.6% | -31.3% |
| All | -20.8% | +15.0% | -35.8% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling