-35.1%
TLT vs AUR
-36.2%
+1.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -1.1% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -1.3% | -8.9% | +7.6% | -1.2% |
| 3M | -3.7% | +4.6% | -8.4% | -3.8% |
| 6M | -6.4% | +44.9% | -51.2% | -6.9% |
| YTD | -4.5% | +64.8% | -69.3% | -5.3% |
| 1Y | -5.9% | +16.4% | -22.2% | -6.3% |
| 3Y | -2.8% | +85.1% | -87.9% | -5.6% |
| 5Y | -35.1% | -36.1% | +1.1% | -38.2% |
| All | -35.1% | -36.2% | +1.1% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling