+13.4%
AUR vs TRI
-38.3%
+51.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.8% | +1.0% |
| 7D | +8.7% | -0.5% | +9.3% | +8.8% |
| 30D | -5.2% | +7.9% | -13.1% | -6.4% |
| 3M | -7.3% | +24.1% | -31.4% | -10.3% |
| 6M | +41.2% | +3.8% | +37.4% | +43.1% |
| YTD | +65.1% | -16.9% | +82.0% | +84.5% |
| 1Y | +13.4% | -38.4% | +51.8% | +43.4% |
| All | +13.4% | -38.3% | +51.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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