-35.1%
AUR vs TXG
-62.8%
+27.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | 0.0% |
| 7D | +1.4% | +9.5% | -8.1% | -2.9% |
| 30D | -6.4% | +18.8% | -25.2% | -14.1% |
| 3M | +7.7% | +136.1% | -128.4% | -31.3% |
| 6M | +44.5% | +235.2% | -190.7% | -24.4% |
| YTD | +67.4% | +320.5% | -253.1% | -23.0% |
| 1Y | +15.4% | +425.2% | -409.8% | -54.5% |
| 3Y | +94.8% | +42.9% | +52.0% | +40.6% |
| All | -35.1% | -62.8% | +27.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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