+154.8%
IAU vs TSLQ
-97.3%
+252.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.2% | -8.0% | +8.2% | 0.0% |
| 30D | +0.2% | -23.8% | +24.0% | -0.2% |
| 3M | +3.3% | -7.0% | +10.3% | +3.4% |
| 6M | -14.6% | -17.1% | +2.5% | -14.4% |
| YTD | +1.9% | +0.1% | +1.8% | +2.2% |
| 1Y | +20.9% | -51.2% | +72.1% | +21.0% |
| 3Y | +127.5% | -95.9% | +223.4% | +125.2% |
| All | +154.8% | -97.3% | +252.1% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling