-88.3%
TMF vs BWA
+27.4%
-115.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -9.3% | +4.3% | -13.5% | -9.4% |
| 30D | +1.9% | -13.0% | +14.9% | +2.5% |
| 3M | -11.2% | -24.8% | +13.6% | -10.1% |
| 6M | -17.7% | -23.5% | +5.8% | -16.9% |
| YTD | -24.5% | +13.8% | -38.3% | -25.0% |
| 1Y | -29.4% | +13.4% | -42.9% | -30.0% |
| 3Y | -33.4% | +62.8% | -96.2% | -34.8% |
| All | -88.3% | +27.4% | -115.7% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling