-84.3%
TMF vs BWA
+84.4%
-168.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | +0.3% |
| 7D | +1.2% | -5.5% | +6.7% | +0.4% |
| 30D | +19.7% | -21.7% | +41.5% | +15.4% |
| 3M | -2.1% | -25.6% | +23.5% | -6.3% |
| 6M | -13.4% | -17.4% | +4.0% | -15.5% |
| YTD | -16.7% | +9.2% | -25.9% | -14.0% |
| 1Y | -23.3% | +9.7% | -33.1% | -20.7% |
| 3Y | -24.8% | +54.6% | -79.5% | -16.3% |
| 5Y | -88.0% | +26.8% | -114.8% | -87.1% |
| All | -84.3% | +84.4% | -168.7% | -80.4% |
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 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