-69.0%
TMF vs BWA
+424.9%
-493.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | +0.6% |
| 7D | +1.2% | -5.5% | +6.7% | -0.4% |
| 30D | +19.7% | -21.7% | +41.5% | +11.6% |
| 3M | -2.1% | -25.6% | +23.5% | -10.0% |
| 6M | -13.4% | -17.4% | +4.0% | -17.6% |
| YTD | -16.7% | +9.2% | -25.9% | -12.6% |
| 1Y | -23.3% | +9.7% | -33.1% | -19.3% |
| 3Y | -24.8% | +54.6% | -79.5% | -10.7% |
| 5Y | -88.0% | +26.8% | -114.8% | -86.4% |
| 10Y | -84.7% | +89.0% | -173.7% | -75.4% |
| All | -69.0% | +424.9% | -493.9% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling