+94.8%
AUR vs TRMB
+12.4%
+82.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +0.3% |
| 7D | +1.4% | -3.0% | +4.5% | +4.2% |
| 30D | -6.4% | +2.3% | -8.7% | -9.0% |
| 3M | +7.7% | +15.3% | -7.6% | -7.6% |
| 6M | +44.5% | -14.7% | +59.2% | +64.2% |
| YTD | +67.4% | -26.4% | +93.9% | +119.4% |
| 1Y | +15.4% | -30.4% | +45.8% | +59.9% |
| 3Y | +94.8% | +13.5% | +81.3% | +65.9% |
| All | +94.8% | +12.4% | +82.4% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling