+753.6%
IAU vs TSN
+378.0%
+375.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.1% |
| 7D | -4.6% | -1.4% | -3.1% | -4.6% |
| 30D | -5.4% | +8.5% | -13.9% | -5.5% |
| 3M | -10.9% | +5.3% | -16.2% | -10.9% |
| 6M | -17.4% | -10.5% | -6.9% | -17.3% |
| YTD | -10.2% | +3.0% | -13.2% | -10.3% |
| 1Y | -7.1% | +12.1% | -19.2% | -7.2% |
| 3Y | +97.7% | +43.1% | +54.6% | +96.7% |
| 5Y | +105.3% | -15.1% | +120.4% | +105.3% |
| 10Y | +208.0% | +14.8% | +193.2% | +206.5% |
| All | +753.6% | +378.0% | +375.6% | +696.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling