+139.4%
TT vs AUR
-57.9%
+197.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | +4.0% | -4.5% | +8.6% | +4.5% |
| 30D | -11.3% | -16.6% | +5.3% | -10.1% |
| 3M | -12.3% | -38.5% | +26.2% | -9.0% |
| 6M | -10.8% | -49.9% | +39.0% | -6.2% |
| YTD | +8.2% | +9.6% | -1.5% | +5.8% |
| 1Y | +1.5% | +1.2% | +0.3% | -0.2% |
| 3Y | +91.5% | +128.8% | -37.3% | +65.4% |
| 5Y | +130.2% | -57.9% | +188.1% | +103.1% |
| All | +139.4% | -57.9% | +197.3% | +109.2% |
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