-9.0%
AUR vs TNA
+37.5%
-46.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -7.4% |
| 7D | -19.8% | +2.4% | -22.3% | -21.7% |
| 30D | -29.0% | -0.9% | -28.1% | -29.0% |
| 3M | -43.6% | -19.2% | -24.3% | -34.9% |
| 6M | -36.6% | -0.8% | -35.8% | -36.6% |
| YTD | +6.3% | +33.2% | -27.0% | -12.5% |
| 1Y | -9.0% | +38.5% | -47.5% | -26.9% |
| All | -9.0% | +37.5% | -46.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling