QuanDoyen recently published a series of articles which described the process of developing a user-friendly Dash web application for visualizing historical data related to 10-year sovereign bond yields and returns. Part 3 of the series described the total return calculations and the duration adjustment that was applied to them.
More recently, we decided to make a few amendments to the derivation of the total return series for a more accurate representation. This brief note describes the calculations which have now been incorporated to our web app.
The rest of this article is available on Medium and Linkedin