-35.7%
AUR vs TDY
+38.9%
-74.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.3% |
| 7D | +1.4% | -1.1% | +2.5% | +2.6% |
| 30D | -6.4% | -12.0% | +5.6% | +7.1% |
| 3M | +7.7% | -3.2% | +10.9% | +12.0% |
| 6M | +44.5% | -7.9% | +52.4% | +57.8% |
| YTD | +67.4% | +18.2% | +49.2% | +40.8% |
| 1Y | +15.4% | +6.7% | +8.8% | +8.2% |
| 3Y | +94.8% | +47.5% | +47.3% | +33.6% |
| 5Y | -35.1% | +39.5% | -74.6% | -54.8% |
| All | -35.7% | +38.9% | -74.6% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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