-35.1%
AUR vs TNA
-23.3%
-11.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.8% |
| 7D | +1.4% | -7.3% | +8.7% | +6.8% |
| 30D | -6.4% | -14.2% | +7.8% | +4.3% |
| 3M | +7.7% | -4.6% | +12.3% | +11.7% |
| 6M | +44.5% | +36.9% | +7.6% | +14.4% |
| YTD | +67.4% | +42.5% | +24.9% | +28.2% |
| 1Y | +15.4% | +45.8% | -30.3% | -14.3% |
| 3Y | +94.8% | +104.7% | -9.8% | +7.6% |
| All | -35.1% | -23.3% | -11.8% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling