-36.6%
AUR vs TMF
-85.2%
+48.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +8.7% | -1.4% | +10.2% | +9.0% |
| 30D | -5.2% | -2.8% | -2.4% | -4.9% |
| 3M | -7.3% | -10.9% | +3.6% | -5.9% |
| 6M | +41.2% | -21.3% | +62.5% | +45.8% |
| YTD | +65.1% | -15.9% | +81.0% | +68.8% |
| 1Y | +13.4% | -15.7% | +29.2% | +15.7% |
| 3Y | +98.1% | -43.4% | +141.5% | +106.1% |
| 5Y | -36.0% | -87.8% | +51.7% | -31.0% |
| All | -36.6% | -85.2% | +48.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling