-9.0%
AUR vs TD
+61.0%
-70.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -7.0% |
| 7D | -19.8% | +1.4% | -21.2% | -21.0% |
| 30D | -29.0% | +10.2% | -39.3% | -35.9% |
| 3M | -43.6% | +8.1% | -51.7% | -47.7% |
| 6M | -36.6% | +22.3% | -59.0% | -48.1% |
| YTD | +6.3% | +39.0% | -32.8% | -22.1% |
| 1Y | -9.0% | +62.6% | -71.7% | -38.2% |
| All | -9.0% | +61.0% | -70.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling