+811.0%
IAU vs TYL
+5,589.5%
-4,778.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +4.9% | +3.5% | +1.4% | +4.8% |
| 30D | -1.4% | +26.9% | -28.3% | -1.9% |
| 3M | -4.8% | +33.8% | -38.6% | -5.4% |
| 6M | -12.5% | +28.8% | -41.3% | -13.0% |
| YTD | -4.2% | -7.9% | +3.7% | -4.1% |
| 1Y | +3.1% | -9.8% | +12.9% | +3.3% |
| 3Y | +110.0% | +1.2% | +108.8% | +109.4% |
| 5Y | +123.1% | -22.8% | +145.9% | +122.9% |
| 10Y | +216.7% | +168.8% | +47.9% | +209.7% |
| All | +811.0% | +5,589.5% | -4,778.5% | +712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling