-9.0%
AUR vs TRGP
+89.5%
-98.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -5.3% |
| 7D | -19.8% | -6.5% | -13.4% | -20.7% |
| 30D | -29.0% | -0.4% | -28.6% | -28.7% |
| 3M | -43.6% | +8.8% | -52.4% | -42.7% |
| 6M | -36.6% | +11.0% | -47.7% | -36.6% |
| YTD | +6.3% | +57.4% | -51.1% | +0.9% |
| 1Y | -9.0% | +87.9% | -96.9% | -17.7% |
| All | -9.0% | +89.5% | -98.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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