+218.7%
TPR vs AUR
-34.3%
+253.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -7.3% | +11.1% | -18.4% | -8.6% |
| 30D | -30.7% | -6.9% | -23.9% | -30.3% |
| 3M | -21.6% | +5.5% | -27.1% | -22.7% |
| 6M | -21.3% | +41.0% | -62.3% | -26.0% |
| YTD | -10.2% | +69.3% | -79.4% | -17.9% |
| 1Y | +9.5% | +14.0% | -4.5% | +5.1% |
| 3Y | +280.8% | +90.1% | +190.7% | +206.7% |
| 5Y | +218.7% | -34.4% | +253.1% | +138.3% |
| All | +218.7% | -34.3% | +253.0% | +138.3% |
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