+344.3%
IAU vs TMF
-69.2%
+413.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | -0.9% | +19.7% | -20.6% | -2.2% |
| 3M | -4.4% | -2.1% | -2.3% | -4.3% |
| 6M | -13.5% | -13.4% | -0.1% | -12.7% |
| YTD | -5.9% | -16.7% | +10.8% | -4.8% |
| 1Y | +1.9% | -23.3% | +25.2% | +3.6% |
| 3Y | +104.1% | -24.8% | +128.9% | +105.4% |
| 5Y | +121.0% | -88.0% | +209.1% | +147.9% |
| 10Y | +204.1% | -84.7% | +288.8% | +227.1% |
| All | +344.3% | -69.2% | +413.4% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling