+196.8%
TPR vs AUR
-36.6%
+233.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.3% | +8.7% | -11.0% | -3.4% |
| 30D | -23.0% | -5.2% | -17.7% | -22.7% |
| 3M | -12.5% | -7.3% | -5.2% | -12.2% |
| 6M | -21.4% | +41.2% | -62.6% | -26.1% |
| YTD | -3.5% | +65.1% | -68.6% | -11.5% |
| 1Y | +17.4% | +13.4% | +3.9% | +12.7% |
| 3Y | +291.3% | +98.1% | +193.1% | +212.5% |
| 5Y | +241.9% | -36.0% | +277.9% | +163.0% |
| All | +196.8% | -36.6% | +233.4% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling