+306.7%
TPR vs AU
+684.1%
-377.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | -7.3% | +0.6% | -8.0% | -7.3% |
| 30D | -30.7% | +12.3% | -43.0% | -31.2% |
| 3M | -21.6% | +29.4% | -51.0% | -22.9% |
| 6M | -21.3% | +3.2% | -24.5% | -21.9% |
| YTD | -10.2% | +31.8% | -42.0% | -11.9% |
| 1Y | +9.5% | +83.4% | -73.9% | +5.9% |
| 3Y | +280.8% | +623.1% | -342.3% | +249.2% |
| 5Y | +218.7% | +700.5% | -481.8% | +189.0% |
| 10Y | +306.7% | +717.6% | -410.9% | +290.6% |
| All | +306.7% | +684.1% | -377.4% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling