+124.4%
IAU vs TNA
+101.9%
+22.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | -2.0% | -7.3% | +5.3% | -1.5% |
| 30D | -1.5% | -14.2% | +12.6% | -0.5% |
| 3M | +3.3% | -4.6% | +7.8% | +3.5% |
| 6M | -16.2% | +36.9% | -53.2% | -17.8% |
| YTD | +0.7% | +42.5% | -41.9% | -1.3% |
| 1Y | +19.2% | +45.8% | -26.5% | +16.6% |
| 3Y | +124.4% | +104.7% | +19.8% | +117.1% |
| All | +124.4% | +101.9% | +22.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling