-1.1%
TLT vs BWA
+72.9%
-74.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.4% | +4.3% | -3.9% | +0.2% |
| 30D | -0.3% | -2.9% | +2.6% | -0.2% |
| 3M | -1.7% | -12.4% | +10.7% | -1.2% |
| 6M | -4.9% | +28.6% | -33.5% | -6.1% |
| YTD | -2.8% | +48.2% | -51.0% | -5.0% |
| 1Y | -4.2% | +50.9% | -55.1% | -6.5% |
| 3Y | -1.1% | +72.2% | -73.3% | -5.3% |
| All | -1.1% | +72.9% | -74.0% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling