-35.7%
AUR vs TRI
+11.1%
-46.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | +1.4% | -7.9% | +9.3% | +5.4% |
| 30D | -6.4% | -4.5% | -1.9% | -5.3% |
| 3M | +7.7% | +22.1% | -14.4% | -7.7% |
| 6M | +44.5% | -2.8% | +47.3% | +40.9% |
| YTD | +67.4% | -23.4% | +90.9% | +97.2% |
| 1Y | +15.4% | -41.5% | +57.0% | +76.0% |
| 3Y | +94.8% | -19.2% | +114.1% | +94.0% |
| 5Y | -35.1% | -9.4% | -25.7% | -47.7% |
| All | -35.7% | +11.1% | -46.8% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling