+1,254.1%
TXN vs BND
+76.2%
+1,177.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | +2.7% | -0.1% | +2.8% | +2.6% |
| 30D | -6.7% | -0.2% | -6.5% | -6.8% |
| 3M | -8.9% | -0.7% | -8.2% | -9.1% |
| 6M | +34.7% | -1.7% | +36.4% | +34.0% |
| YTD | +53.3% | -0.5% | +53.9% | +53.0% |
| 1Y | +45.0% | +0.4% | +44.7% | +45.2% |
| 3Y | +73.1% | +13.1% | +60.0% | +80.5% |
| 5Y | +59.9% | -2.1% | +62.0% | +49.6% |
| 10Y | +415.7% | +15.7% | +400.0% | +476.0% |
| All | +1,254.1% | +76.2% | +1,177.9% | +2,235.5% |
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 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