-57.9%
AUR vs TMF
-86.7%
+28.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.0% |
| 7D | -4.5% | -9.3% | +4.7% | -3.2% |
| 30D | -16.6% | +1.9% | -18.6% | -17.0% |
| 3M | -38.5% | -11.2% | -27.2% | -37.5% |
| 6M | -49.9% | -17.7% | -32.2% | -48.6% |
| YTD | +9.6% | -24.5% | +34.1% | +13.7% |
| 1Y | +1.2% | -29.4% | +30.6% | +5.9% |
| 3Y | +128.8% | -33.4% | +162.2% | +137.7% |
| 5Y | -57.9% | -88.7% | +30.8% | -54.0% |
| All | -57.9% | -86.7% | +28.8% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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