+67.7%
TLT vs BND
+74.6%
-6.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | -3.1% | -1.4% | -1.7% | 0.0% |
| 30D | +1.0% | +0.6% | +0.5% | -0.2% |
| 3M | -2.7% | -1.6% | -1.1% | +0.8% |
| 6M | -4.1% | -1.5% | -2.6% | -0.8% |
| YTD | -5.4% | -1.5% | -3.9% | -2.1% |
| 1Y | -7.0% | -1.1% | -5.9% | -4.6% |
| 3Y | +2.8% | +13.6% | -10.8% | -20.6% |
| 5Y | -35.4% | -1.8% | -33.5% | -31.3% |
| 10Y | -13.1% | +17.0% | -30.1% | -36.0% |
| All | +67.7% | +74.6% | -6.9% | -30.4% |
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