+356.2%
TPR vs AU
+818.2%
-462.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.3% | -7.2% | +6.9% | +0.1% |
| 30D | +15.1% | -2.9% | +18.0% | +15.2% |
| 3M | +3.5% | -8.7% | +12.2% | +3.8% |
| 6M | +0.4% | -14.1% | +14.6% | +0.9% |
| YTD | +4.6% | +4.8% | -0.2% | +3.9% |
| 1Y | +33.1% | +11.9% | +21.2% | +31.8% |
| 3Y | +396.0% | +513.8% | -117.8% | +360.7% |
| 5Y | +230.3% | +379.3% | -149.0% | +203.1% |
| All | +356.2% | +818.2% | -462.0% | +333.0% |
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