+230.8%
TPR vs AUR
-56.5%
+287.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.1% |
| 7D | -1.1% | +7.9% | -9.1% | -2.2% |
| 30D | +15.1% | -18.5% | +33.6% | +17.5% |
| 3M | -13.4% | -36.7% | +23.3% | -9.1% |
| 6M | +1.4% | -39.8% | +41.1% | +6.3% |
| YTD | +4.8% | +13.3% | -8.5% | +0.1% |
| 1Y | +29.2% | +2.8% | +26.4% | +24.8% |
| 3Y | +403.7% | +139.7% | +264.0% | +289.6% |
| 5Y | +230.8% | -56.5% | +287.3% | +170.9% |
| All | +230.8% | -56.5% | +287.3% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling