-54.0%
AUR vs TMF
-85.9%
+31.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +12.7% | -3.4% | +16.1% | +13.3% |
| 30D | -18.7% | +11.5% | -30.2% | -20.1% |
| 3M | -33.8% | -4.5% | -29.3% | -33.5% |
| 6M | -36.6% | -15.0% | -21.7% | -35.3% |
| YTD | +19.8% | -19.9% | +39.6% | +23.2% |
| 1Y | +8.0% | -26.6% | +34.5% | +12.3% |
| 3Y | +153.4% | -29.8% | +183.3% | +161.1% |
| 5Y | -54.0% | -88.2% | +34.2% | -50.1% |
| All | -54.0% | -85.9% | +31.9% | -50.5% |
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