+7,716.4%
TPR vs AU
+909.9%
+6,806.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -2.3% | -3.6% | +1.3% | -2.0% |
| 30D | -23.0% | +23.9% | -46.8% | -24.5% |
| 3M | -12.5% | +19.1% | -31.6% | -14.1% |
| 6M | -21.4% | -0.2% | -21.3% | -21.9% |
| YTD | -3.5% | +32.5% | -36.0% | -6.6% |
| 1Y | +17.4% | +96.9% | -79.6% | +9.7% |
| 3Y | +291.3% | +614.7% | -323.5% | +224.4% |
| 5Y | +241.9% | +647.7% | -405.8% | +177.6% |
| 10Y | +322.7% | +679.2% | -356.5% | +223.1% |
| All | +7,716.4% | +909.9% | +6,806.5% | +4,722.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling