-35.1%
AUR vs TW
+19.5%
-54.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | +1.4% | -4.5% | +5.9% | +3.8% |
| 30D | -6.4% | -2.3% | -4.1% | -5.6% |
| 3M | +7.7% | +2.6% | +5.1% | +4.0% |
| 6M | +44.5% | -17.5% | +62.0% | +57.3% |
| YTD | +67.4% | -5.3% | +72.8% | +64.1% |
| 1Y | +15.4% | -14.8% | +30.2% | +21.6% |
| 3Y | +94.8% | +18.8% | +76.0% | +48.2% |
| All | -35.1% | +19.5% | -54.6% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling