-35.7%
AUR vs TD
+107.9%
-143.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | +1.4% | -0.5% | +2.0% | +1.9% |
| 30D | -6.4% | -1.9% | -4.5% | -4.4% |
| 3M | +7.7% | +4.8% | +3.0% | +3.0% |
| 6M | +44.5% | +28.0% | +16.5% | +13.8% |
| YTD | +67.4% | +30.3% | +37.2% | +29.2% |
| 1Y | +15.4% | +59.8% | -44.3% | -27.4% |
| 3Y | +94.8% | +124.7% | -29.8% | -15.1% |
| 5Y | -35.1% | +127.0% | -162.1% | -65.6% |
| All | -35.7% | +107.9% | -143.6% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling