+218.0%
IAU vs TSN
-5.9%
+223.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -3.4% | +1.4% | -4.7% | -3.4% |
| 30D | -1.1% | -6.2% | +5.1% | -1.0% |
| 3M | +5.8% | -5.7% | +11.5% | +6.0% |
| 6M | -16.9% | -11.4% | -5.6% | -16.7% |
| YTD | +0.1% | -8.2% | +8.3% | +0.3% |
| 1Y | +18.4% | -2.0% | +20.4% | +18.4% |
| 3Y | +123.6% | +11.9% | +111.7% | +122.3% |
| 5Y | +138.7% | -17.8% | +156.5% | +139.1% |
| All | +218.0% | -5.9% | +223.8% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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