-35.7%
AUR vs TRMB
-26.8%
-8.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +0.1% |
| 7D | +1.4% | -3.0% | +4.5% | +4.5% |
| 30D | -6.4% | +2.3% | -8.7% | -9.4% |
| 3M | +7.7% | +15.3% | -7.6% | -9.3% |
| 6M | +44.5% | -14.7% | +59.2% | +64.8% |
| YTD | +67.4% | -26.4% | +93.9% | +121.8% |
| 1Y | +15.4% | -30.4% | +45.8% | +62.0% |
| 3Y | +94.8% | +13.5% | +81.3% | +62.5% |
| 5Y | -35.1% | -38.6% | +3.5% | +1.2% |
| All | -35.7% | -26.8% | -8.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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