-36.7%
AUR vs TXG
-54.5%
+17.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.0% |
| 7D | +0.2% | +5.0% | -4.8% | -2.1% |
| 30D | -8.9% | +13.5% | -22.4% | -14.4% |
| 3M | +4.6% | +128.0% | -123.4% | -31.3% |
| 6M | +44.9% | +224.4% | -179.6% | -21.5% |
| YTD | +64.8% | +307.0% | -242.1% | -21.1% |
| 1Y | +16.4% | +427.2% | -410.9% | -52.9% |
| 3Y | +85.1% | +40.2% | +44.9% | +34.9% |
| 5Y | -36.1% | -64.0% | +27.9% | -37.0% |
| All | -36.7% | -54.5% | +17.8% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling