+150.0%
AUR vs TMF
-28.1%
+178.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +12.7% | -3.4% | +16.1% | +13.6% |
| 30D | -18.7% | +11.5% | -30.2% | -20.9% |
| 3M | -33.8% | -4.5% | -29.3% | -33.3% |
| 6M | -36.6% | -15.0% | -21.7% | -34.6% |
| YTD | +19.8% | -19.9% | +39.6% | +25.0% |
| 1Y | +8.0% | -26.6% | +34.5% | +14.7% |
| All | +150.0% | -28.1% | +178.1% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling