Q. How do I find data on company returns, total returns for stocks, bonds, and indexes?

Log into WRDS and choose CRSP.
Daily and monthly stock files and indices from December 1925 -- 
The files are updated annually.

Also look at the book, Ibbotson Associates Stocks, Bonds, Bills, and Inflation - Classic Edition HG4501 S792(reference collection, first floor) and Stocks, Bonds, Bills, and Inflation - Valuation Edition HG4028 V3 S76332 (reference collection, first floor).

See also Bloomberg (3rd floor (Room M3-53B), Humanities/McLennan Library). Bloomberg can perform a Total Return Analysis for a security.
Type the company's ticker symbol, hit the yellow <EQUITY> key, type TRA then hit GO.
To compare an equity's total return against an index,
type the company's ticker symbol, hit EQUITY, type COMP, then hit GO.