+145.2%
TE vs AUR
+17.8%
+127.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | +0.2% | +1.4% | -1.2% | -0.2% |
| 30D | -5.9% | -6.4% | +0.5% | -3.5% |
| 3M | -45.6% | +7.7% | -53.3% | -46.0% |
| 6M | -43.4% | +44.5% | -87.9% | -49.7% |
| YTD | -31.0% | +67.4% | -98.4% | -42.9% |
| 1Y | +145.2% | +15.4% | +129.8% | +116.1% |
| All | +145.2% | +17.8% | +127.4% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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