+508.5%
TTD vs BND
+17.2%
+491.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +21.3% | -1.4% | +22.7% | +23.4% |
| 30D | +28.7% | +0.6% | +28.1% | +27.9% |
| 3M | +7.7% | -1.6% | +9.3% | +9.9% |
| 6M | -23.5% | -1.5% | -21.9% | -21.9% |
| YTD | -58.7% | -1.5% | -57.2% | -57.9% |
| 1Y | -63.4% | -1.1% | -62.3% | -62.9% |
| 3Y | -75.3% | +13.6% | -88.9% | -79.3% |
| 5Y | -84.4% | -1.8% | -82.6% | -84.8% |
| All | +508.5% | +17.2% | +491.2% | +513.4% |
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 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