+753.6%
IAU vs TD
+1,325.6%
-572.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.6% | +1.1% | -5.7% | -4.6% |
| 30D | -5.4% | +5.2% | -10.6% | -5.6% |
| 3M | -10.9% | +1.2% | -12.1% | -10.9% |
| 6M | -17.4% | +17.7% | -35.1% | -17.9% |
| YTD | -10.2% | +34.2% | -44.4% | -11.3% |
| 1Y | -7.1% | +55.4% | -62.5% | -8.6% |
| 3Y | +97.7% | +130.4% | -32.7% | +91.7% |
| 5Y | +105.3% | +101.8% | +3.5% | +99.4% |
| 10Y | +208.0% | +301.9% | -93.8% | +193.7% |
| All | +753.6% | +1,325.6% | -572.0% | +613.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling