+346.5%
AUR vs TLN
+574.4%
-227.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.4% | -1.3% | +2.8% | +1.9% |
| 30D | -6.4% | -14.3% | +7.9% | -0.7% |
| 3M | +7.7% | -9.3% | +17.0% | +10.8% |
| 6M | +44.5% | -1.1% | +45.6% | +43.3% |
| YTD | +67.4% | -16.6% | +84.0% | +73.5% |
| 1Y | +15.4% | -22.0% | +37.4% | +22.2% |
| 3Y | +94.8% | +470.2% | -375.3% | +1.7% |
| All | +346.5% | +574.4% | -227.8% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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