+261.5%
TPR vs AU
+436.5%
-175.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | +0.4% |
| 7D | +12.1% | +15.3% | -3.2% | +10.0% |
| 30D | +16.7% | -0.3% | +17.0% | +16.5% |
| 3M | -17.4% | -2.9% | -14.5% | -17.5% |
| 6M | +2.3% | -10.7% | +13.0% | +2.7% |
| YTD | +7.1% | +14.0% | -6.8% | +4.0% |
| 1Y | +29.5% | +32.5% | -3.0% | +23.7% |
| 3Y | +415.0% | +557.9% | -142.9% | +307.4% |
| 5Y | +261.5% | +441.0% | -179.5% | +158.2% |
| All | +261.5% | +436.5% | -175.0% | +158.2% |
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