+128.4%
TLT vs BWA
+972.0%
-843.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.5% |
| 7D | -0.3% | -2.4% | +2.2% | -0.5% |
| 30D | +3.7% | -17.7% | +21.4% | +2.0% |
| 3M | -0.7% | -27.0% | +26.3% | -3.3% |
| 6M | -4.2% | -17.3% | +13.1% | -5.5% |
| YTD | -4.0% | +12.9% | -16.8% | -2.1% |
| 1Y | -5.8% | +12.9% | -18.7% | -4.0% |
| 3Y | +4.1% | +62.1% | -58.0% | +10.8% |
| 5Y | -34.8% | +30.7% | -65.5% | -31.4% |
| 10Y | -12.3% | +89.2% | -101.5% | 0.0% |
| All | +128.4% | +972.0% | -843.6% | +241.4% |
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