-35.7%
AUR vs TMF
-86.0%
+50.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +1.4% | -5.1% | +6.5% | +2.2% |
| 30D | -6.4% | -4.6% | -1.8% | -5.8% |
| 3M | +7.7% | -16.6% | +24.3% | +10.4% |
| 6M | +44.5% | -19.9% | +64.4% | +48.9% |
| YTD | +67.4% | -20.2% | +87.6% | +72.5% |
| 1Y | +15.4% | -27.7% | +43.2% | +20.3% |
| 3Y | +94.8% | -43.9% | +138.8% | +103.8% |
| 5Y | -35.1% | -88.4% | +53.3% | -29.5% |
| All | -35.7% | -86.0% | +50.3% | -30.8% |
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