-40.9%
TMF vs BWA
+71.5%
-112.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | 0.0% |
| 7D | -1.4% | +5.7% | -7.1% | -2.1% |
| 30D | -2.8% | +1.4% | -4.2% | -3.1% |
| 3M | -10.9% | -12.1% | +1.2% | -9.6% |
| 6M | -21.3% | +28.6% | -49.9% | -24.2% |
| YTD | -15.9% | +51.1% | -67.0% | -21.4% |
| 1Y | -15.7% | +55.9% | -71.6% | -21.8% |
| All | -40.9% | +71.5% | -112.4% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling