-34.4%
AUR vs TMF
-88.0%
+53.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +11.1% | -0.9% | +12.0% | +11.3% |
| 30D | -6.9% | -1.0% | -5.9% | -6.8% |
| 3M | +5.5% | -11.3% | +16.8% | +7.2% |
| 6M | +41.0% | -22.7% | +63.7% | +46.1% |
| YTD | +69.3% | -17.3% | +86.6% | +73.6% |
| 1Y | +14.0% | -22.5% | +36.5% | +17.8% |
| 3Y | +90.1% | -43.2% | +133.3% | +98.3% |
| 5Y | -34.4% | -88.3% | +53.9% | -29.1% |
| All | -34.4% | -88.0% | +53.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling