-53.7%
TE vs AUR
-35.7%
-18.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | +0.2% | +1.4% | -1.2% | -0.1% |
| 30D | -5.9% | -6.4% | +0.5% | -4.1% |
| 3M | -45.6% | +7.7% | -53.3% | -46.3% |
| 6M | -43.4% | +44.5% | -87.9% | -50.0% |
| YTD | -31.0% | +67.4% | -98.4% | -42.3% |
| 1Y | +145.2% | +15.4% | +129.8% | +127.7% |
| 3Y | -24.1% | +94.8% | -118.9% | -49.1% |
| 5Y | -48.1% | -35.1% | -13.0% | -60.0% |
| All | -53.7% | -35.7% | -18.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling