+91.8%
AUR vs TLN
+469.0%
-377.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.7% |
| 7D | +0.2% | +2.0% | -1.8% | -0.6% |
| 30D | -8.9% | -12.9% | +4.0% | -3.9% |
| 3M | +4.6% | -7.4% | +12.1% | +6.8% |
| 6M | +44.9% | -6.0% | +50.9% | +46.2% |
| YTD | +64.8% | -16.9% | +81.7% | +71.0% |
| 1Y | +16.4% | -22.6% | +39.0% | +23.5% |
| All | +91.8% | +469.0% | -377.2% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling