+148.6%
TE vs IAU
+24.6%
+124.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +2.0% |
| 7D | -4.0% | -0.5% | -3.5% | -3.5% |
| 30D | -15.9% | +4.4% | -20.3% | -19.1% |
| 3M | -60.5% | -1.1% | -59.5% | -60.1% |
| 6M | -35.2% | -13.7% | -21.5% | -27.9% |
| YTD | -31.1% | +2.7% | -33.9% | -34.0% |
| 1Y | +148.6% | +24.6% | +124.0% | +221.8% |
| All | +148.6% | +24.6% | +124.1% | +221.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling