Climate change-induced shifts in phenology have important demographic consequences, and are frequently used to assess species' sensitivity to climate change. Therefore, developing accurate phenological predictions is an important step in modeling species' responses to climate change. The ability of such phenological models to predict effects at larger spatial and temporal scales has rarely been assessed. It is also not clear whether the most frequently used phenological index, namely the average date of a phenological event across a population, adequately captures phenological shifts in the distribution of events across the season. We use the long-tailed tit Aegithalos caudatus (Fig. 1) as a case study to explore these issues. We use an intensive 17-year local study to model mean breeding date and test the capacity of this local model to predict phenology at larger spatial and temporal scales. We assess whether local models of breeding initiation, termination, and renesting reveal phenological shifts and responses to climate not detected by a standard phenological index, that is, population average lay date. These models take predation timing/intensity into account. The locally-derived model performs well at predicting phenology at the national scale over several decades, at both high and low temperatures. In the local model, a trend toward warmer Aprils is associated with a significant advance in termination dates, probably in response to phenological shifts in food supply. This results in a 33% reduction in breeding season length over 17 years – a substantial loss of reproductive opportunity that is not detected by the index of population average lay date. We show that standard phenological indices can fail to detect patterns indicative of negative climatic effects, potentially biasing assessments of species' vulnerability to climate change. More positively, we demonstrate the potential of detailed local studies for developing broader-scale predictive models of future phenological shifts.