+8,433.2%
TPR vs AU
+751.9%
+7,681.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | +6.4% | +4.7% | +1.8% | +6.0% |
| 30D | +13.8% | -1.5% | +15.3% | +13.8% |
| 3M | -16.6% | -5.0% | -11.6% | -16.5% |
| 6M | +0.7% | -13.5% | +14.2% | +1.4% |
| YTD | +5.3% | +11.7% | -6.4% | +3.3% |
| 1Y | +32.4% | +21.3% | +11.0% | +28.9% |
| 3Y | +406.4% | +545.0% | -138.6% | +324.2% |
| 5Y | +227.9% | +412.0% | -184.0% | +174.5% |
| 10Y | +371.7% | +899.1% | -527.4% | +251.1% |
| All | +8,433.2% | +751.9% | +7,681.3% | +5,234.6% |
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 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