+156.5%
TT vs AUR
-36.6%
+193.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | 0.0% | +8.7% | -8.7% | -0.8% |
| 30D | -7.2% | -5.2% | -1.9% | -6.9% |
| 3M | -3.0% | -7.3% | +4.3% | -2.7% |
| 6M | +1.4% | +41.2% | -39.9% | -2.5% |
| YTD | +15.9% | +65.1% | -49.2% | +9.8% |
| 1Y | +9.4% | +13.4% | -4.0% | +6.6% |
| 3Y | +124.4% | +98.1% | +26.3% | +95.8% |
| 5Y | +138.0% | -36.0% | +174.0% | +101.1% |
| All | +156.5% | -36.6% | +193.1% | +117.1% |
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 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