+2.9%
IAU vs TLN
-17.6%
+20.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.5% | +12.2% | +4.6% |
| 7D | -0.3% | -6.0% | +5.8% | +0.3% |
| 30D | -1.9% | -1.5% | -0.3% | -2.1% |
| 3M | -0.4% | -3.9% | +3.5% | -0.5% |
| 6M | -10.1% | -15.0% | +4.9% | -9.4% |
| YTD | -5.9% | -12.8% | +6.9% | -6.2% |
| 1Y | +2.9% | -17.3% | +20.2% | +3.1% |
| All | +2.9% | -17.6% | +20.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling