+150.4%
IAU vs TSLQ
-97.2%
+247.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -3.4% | +5.7% | -9.0% | -3.2% |
| 30D | -1.1% | -21.1% | +20.0% | -1.4% |
| 3M | +5.8% | -11.5% | +17.3% | +5.9% |
| 6M | -16.9% | -14.9% | -2.0% | -16.8% |
| YTD | +0.1% | +2.4% | -2.3% | +0.5% |
| 1Y | +18.4% | -49.8% | +68.2% | +18.6% |
| 3Y | +123.6% | -95.8% | +219.4% | +121.5% |
| All | +150.4% | -97.2% | +247.6% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling