-12.6%
TLT vs BWA
+94.2%
-106.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.1% | +4.3% | -7.4% | -2.9% |
| 30D | +1.0% | -13.0% | +14.1% | +0.3% |
| 3M | -2.7% | -24.8% | +22.1% | -4.1% |
| 6M | -4.1% | -23.5% | +19.4% | -5.3% |
| YTD | -5.4% | +13.8% | -19.2% | -4.0% |
| 1Y | -7.0% | +13.4% | -20.5% | -5.7% |
| 3Y | +2.8% | +62.8% | -59.9% | +7.5% |
| 5Y | -35.4% | +28.5% | -63.8% | -33.3% |
| All | -12.6% | +94.2% | -106.8% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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