-35.1%
AUR vs TRI
-10.0%
-25.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | +1.4% | -7.9% | +9.3% | +5.5% |
| 30D | -6.4% | -4.5% | -1.9% | -5.2% |
| 3M | +7.7% | +22.1% | -14.4% | -8.2% |
| 6M | +44.5% | -2.8% | +47.3% | +40.8% |
| YTD | +67.4% | -23.4% | +90.9% | +98.9% |
| 1Y | +15.4% | -41.5% | +57.0% | +80.1% |
| 3Y | +94.8% | -19.2% | +114.1% | +89.2% |
| All | -35.1% | -10.0% | -25.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling