+139.3%
IAU vs TD
+125.7%
+13.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -1.5% | -1.9% | +0.4% | -1.3% |
| 3M | +3.3% | +4.8% | -1.5% | +2.5% |
| 6M | -16.2% | +28.0% | -44.2% | -19.2% |
| YTD | +0.7% | +30.3% | -29.6% | -3.1% |
| 1Y | +19.2% | +59.8% | -40.5% | +12.3% |
| 3Y | +124.4% | +124.7% | -0.3% | +103.3% |
| All | +139.3% | +125.7% | +13.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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