+138.7%
IAU vs TCOM
+21.5%
+117.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | -3.4% | -6.5% | +3.2% | -3.2% |
| 30D | -1.1% | -16.2% | +15.1% | -0.6% |
| 3M | +5.8% | -19.3% | +25.2% | +6.5% |
| 6M | -16.9% | -27.2% | +10.3% | -16.2% |
| YTD | +0.1% | -46.2% | +46.3% | +1.9% |
| 1Y | +18.4% | -46.6% | +65.0% | +20.5% |
| 3Y | +123.6% | +8.4% | +115.2% | +122.8% |
| 5Y | +138.7% | +25.8% | +112.9% | +134.2% |
| All | +138.7% | +21.5% | +117.2% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling