+121.8%
IAU vs TLN
+602.5%
-480.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.9% |
| 7D | +0.7% | +10.9% | -10.2% | 0.0% |
| 30D | +0.3% | -6.3% | +6.6% | +0.7% |
| 3M | +0.7% | -10.7% | +11.4% | +1.3% |
| 6M | -15.5% | +1.6% | -17.1% | -15.7% |
| YTD | +1.0% | -13.1% | +14.1% | +1.2% |
| 1Y | +19.6% | -15.1% | +34.6% | +20.0% |
| 3Y | +125.4% | +495.0% | -369.6% | +97.5% |
| All | +121.8% | +602.5% | -480.6% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling