+131.2%
TLT vs BWA
+1,335.1%
-1,203.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.4% |
| 7D | -0.4% | +5.7% | -6.1% | +0.1% |
| 30D | -0.6% | +1.4% | -2.0% | -0.4% |
| 3M | -2.7% | -12.1% | +9.4% | -3.7% |
| 6M | -5.6% | +28.6% | -34.2% | -3.1% |
| YTD | -2.8% | +51.1% | -53.9% | +1.7% |
| 1Y | -1.4% | +55.9% | -57.3% | +3.5% |
| 3Y | -1.6% | +70.1% | -71.7% | +4.8% |
| 5Y | -33.8% | +90.7% | -124.5% | -27.8% |
| 10Y | -21.1% | +154.0% | -175.1% | -7.6% |
| All | +131.2% | +1,335.1% | -1,203.9% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling