-34.9%
AUR vs TXT
+16.9%
-51.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.1% |
| 7D | +19.2% | -0.2% | +19.4% | +19.4% |
| 30D | -7.8% | -11.1% | +3.3% | +2.5% |
| 3M | +4.0% | -13.0% | +17.0% | +16.7% |
| 6M | +45.0% | -16.2% | +61.2% | +68.5% |
| YTD | +69.5% | -8.7% | +78.2% | +79.0% |
| 1Y | +13.0% | -3.8% | +16.8% | +13.4% |
| 3Y | +90.4% | +5.5% | +84.8% | +73.6% |
| 5Y | -34.2% | +12.3% | -46.5% | -43.5% |
| All | -34.9% | +16.9% | -51.8% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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