+239.1%
TPR vs AU
+676.5%
-437.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.6% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -27.3% | +12.8% | -40.1% | -28.5% |
| 3M | -16.2% | +28.5% | -44.7% | -19.0% |
| 6M | -17.9% | +4.8% | -22.7% | -19.1% |
| YTD | -7.1% | +31.0% | -38.1% | -10.9% |
| 1Y | +13.6% | +81.4% | -67.8% | +5.4% |
| 3Y | +293.7% | +618.4% | -324.7% | +212.5% |
| 5Y | +239.1% | +686.3% | -447.2% | +166.7% |
| All | +239.1% | +676.5% | -437.4% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling