+210.3%
IAU vs TMF
-81.8%
+292.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | -2.4% |
| 7D | -5.5% | -8.2% | +2.7% | -4.7% |
| 30D | -7.0% | +5.3% | -12.3% | -7.5% |
| 3M | -12.3% | -8.5% | -3.8% | -11.6% |
| 6M | -17.9% | -17.2% | -0.8% | -16.7% |
| YTD | -10.3% | -23.4% | +13.1% | -8.4% |
| 1Y | -7.9% | -30.2% | +22.3% | -5.2% |
| 3Y | +98.7% | -32.9% | +131.6% | +102.3% |
| 5Y | +105.0% | -88.5% | +193.6% | +140.6% |
| All | +210.3% | -81.8% | +292.1% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling