+124.3%
TDG vs IAU
+139.7%
-15.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.9% | -2.0% | +0.1% | -1.7% |
| 30D | -7.7% | -1.5% | -6.2% | -7.6% |
| 3M | -9.3% | +3.3% | -12.6% | -9.7% |
| 6M | -9.4% | -16.2% | +6.9% | -8.4% |
| YTD | -14.3% | +0.7% | -14.9% | -14.7% |
| 1Y | -11.8% | +19.2% | -31.1% | -14.3% |
| 3Y | +52.0% | +124.4% | -72.4% | +28.3% |
| All | +124.3% | +139.7% | -15.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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