+105.6%
IAU vs TYL
-23.0%
+128.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | -5.4% | +21.1% | -26.6% | -5.7% |
| 3M | -10.9% | +28.9% | -39.8% | -11.2% |
| 6M | -17.4% | +42.0% | -59.4% | -17.9% |
| YTD | -10.2% | -6.6% | -3.6% | -9.6% |
| 1Y | -7.1% | -9.1% | +2.0% | -6.4% |
| 3Y | +97.7% | +1.8% | +95.9% | +97.6% |
| All | +105.6% | -23.0% | +128.6% | +102.5% |
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