+151.8%
IAU vs TSLQ
-97.2%
+249.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.5% |
| 7D | -2.0% | -6.6% | +4.6% | -2.1% |
| 30D | -1.5% | -24.3% | +22.8% | -1.9% |
| 3M | +3.3% | -3.6% | +6.9% | +3.5% |
| 6M | -16.2% | -12.0% | -4.3% | -16.1% |
| YTD | +0.7% | +1.4% | -0.7% | +1.0% |
| 1Y | +19.2% | -43.6% | +62.8% | +19.4% |
| 3Y | +124.4% | -95.4% | +219.8% | +122.6% |
| All | +151.8% | -97.2% | +249.0% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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