-81.9%
TMF vs BWA
+94.6%
-176.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.5% |
| 7D | -8.2% | +7.3% | -15.4% | -7.1% |
| 30D | +5.3% | -15.8% | +21.2% | +2.7% |
| 3M | -8.5% | -25.7% | +17.3% | -12.5% |
| 6M | -17.2% | -19.6% | +2.4% | -19.6% |
| YTD | -23.4% | +14.1% | -37.5% | -20.3% |
| 1Y | -30.2% | +12.2% | -42.4% | -27.6% |
| 3Y | -32.9% | +63.8% | -96.8% | -24.4% |
| 5Y | -88.5% | +28.7% | -117.3% | -87.7% |
| All | -81.9% | +94.6% | -176.5% | -75.0% |
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