-4.5%
TT vs AUR
-17.4%
+12.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | -1.2% |
| 7D | -8.5% | -19.8% | +11.4% | -6.3% |
| 30D | -12.8% | -29.0% | +16.2% | -9.7% |
| 3M | -12.9% | -43.6% | +30.7% | -7.9% |
| 6M | -15.2% | -36.6% | +21.4% | -12.0% |
| YTD | +6.2% | +6.3% | 0.0% | +3.9% |
| 1Y | -4.5% | -9.0% | +4.5% | -5.3% |
| All | -4.5% | -17.4% | +12.9% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling