+144.3%
IAU vs TYL
-25.2%
+169.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +4.4% | +18.7% | -14.3% | +4.1% |
| 3M | -1.1% | +18.1% | -19.2% | -1.4% |
| 6M | -13.7% | -1.1% | -12.6% | -13.5% |
| YTD | +2.7% | -19.8% | +22.5% | +3.5% |
| 1Y | +24.6% | -34.3% | +58.9% | +26.6% |
| 3Y | +126.8% | -8.2% | +135.1% | +126.6% |
| All | +144.3% | -25.2% | +169.5% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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