-9.0%
AUR vs TW
+20.8%
-29.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.3% |
| 7D | -19.8% | +6.0% | -25.8% | -19.0% |
| 30D | -29.0% | +18.6% | -47.6% | -26.8% |
| 3M | -43.6% | +26.5% | -70.1% | -41.0% |
| 6M | -36.6% | +13.1% | -49.8% | -34.8% |
| YTD | +6.3% | +18.5% | -12.3% | +12.3% |
| 1Y | -9.0% | +21.7% | -30.7% | -5.6% |
| All | -9.0% | +20.8% | -29.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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