+181.6%
TPR vs AUR
-36.7%
+218.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -27.6% | -8.9% | -18.6% | -26.9% |
| 3M | -17.5% | +4.6% | -22.1% | -18.5% |
| 6M | -21.3% | +44.9% | -66.2% | -26.2% |
| YTD | -8.5% | +64.8% | -73.3% | -16.1% |
| 1Y | +11.5% | +16.4% | -4.9% | +6.7% |
| 3Y | +288.0% | +85.1% | +202.9% | +213.6% |
| 5Y | +225.2% | -36.1% | +261.3% | +150.1% |
| All | +181.6% | -36.7% | +218.3% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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