+94.8%
AUR vs TD
+127.3%
-32.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.0% |
| 7D | +1.4% | -0.5% | +2.0% | +1.8% |
| 30D | -6.4% | -1.9% | -4.5% | -4.7% |
| 3M | +7.7% | +4.8% | +3.0% | +4.0% |
| 6M | +44.5% | +28.0% | +16.5% | +19.7% |
| YTD | +67.4% | +30.3% | +37.2% | +36.7% |
| 1Y | +15.4% | +59.8% | -44.3% | -19.0% |
| 3Y | +94.8% | +124.7% | -29.8% | +4.2% |
| All | +94.8% | +127.3% | -32.5% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling