+876.7%
IAU vs TSN
+317.9%
+558.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -0.5% | -6.3% | +5.8% | -0.4% |
| 30D | +4.4% | -10.8% | +15.2% | +4.6% |
| 3M | -1.1% | -8.8% | +7.7% | -1.0% |
| 6M | -13.7% | -16.8% | +3.1% | -13.5% |
| YTD | +2.7% | -10.0% | +12.7% | +2.8% |
| 1Y | +24.6% | -5.3% | +29.9% | +24.7% |
| 3Y | +126.8% | +8.5% | +118.3% | +126.4% |
| 5Y | +139.5% | -22.9% | +162.4% | +139.8% |
| 10Y | +226.3% | -12.6% | +238.9% | +225.4% |
| All | +876.7% | +317.9% | +558.8% | +812.3% |
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