-81.8%
TMF vs BWA
+101.5%
-183.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | +0.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +16.3% | -16.1% | +32.4% | +13.3% |
| 3M | -2.7% | -24.6% | +21.9% | -6.7% |
| 6M | -13.2% | -15.7% | +2.5% | -15.0% |
| YTD | -16.7% | +15.1% | -31.8% | -13.1% |
| 1Y | -22.7% | +15.9% | -38.6% | -19.3% |
| 3Y | -26.1% | +67.1% | -93.2% | -16.2% |
| 5Y | -88.4% | +34.7% | -123.2% | -87.3% |
| 10Y | -81.8% | +99.5% | -181.3% | -74.9% |
| All | -81.8% | +101.5% | -183.3% | -74.9% |
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