+859.8%
IAU vs TCOM
+1,551.8%
-691.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | +0.7% | -7.6% | +8.4% | +0.9% |
| 30D | +0.3% | -12.2% | +12.6% | +0.5% |
| 3M | +0.7% | -14.2% | +14.9% | +0.9% |
| 6M | -15.5% | -25.0% | +9.5% | -15.1% |
| YTD | +1.0% | -43.7% | +44.6% | +1.8% |
| 1Y | +19.6% | -44.5% | +64.1% | +20.6% |
| 3Y | +125.4% | +13.4% | +112.0% | +124.5% |
| 5Y | +140.7% | +26.5% | +114.3% | +138.5% |
| 10Y | +218.1% | -10.3% | +228.4% | +214.9% |
| All | +859.8% | +1,551.8% | -691.9% | +755.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling