+148.3%
TT vs AUR
-34.5%
+182.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.4% | +11.1% | -9.7% | +0.5% |
| 30D | -6.7% | -6.9% | +0.2% | -6.2% |
| 3M | -5.4% | +5.5% | -10.9% | -6.2% |
| 6M | +4.4% | +41.0% | -36.6% | +0.4% |
| YTD | +14.9% | +69.3% | -54.3% | +8.6% |
| 1Y | +9.3% | +14.0% | -4.8% | +6.4% |
| 3Y | +121.7% | +90.1% | +31.7% | +94.4% |
| All | +148.3% | -34.5% | +182.8% | +104.1% |
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