-53.4%
TE vs IAU
+173.6%
-227.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.0% |
| 7D | +0.9% | -3.4% | +4.2% | +2.3% |
| 30D | -16.3% | -1.1% | -15.2% | -15.9% |
| 3M | -40.8% | +5.8% | -46.6% | -41.9% |
| 6M | -42.6% | -16.9% | -25.7% | -38.9% |
| YTD | -31.4% | +0.1% | -31.6% | -30.6% |
| 1Y | +144.9% | +18.4% | +126.5% | +141.4% |
| 3Y | -26.0% | +123.6% | -149.6% | -39.6% |
| 5Y | -48.5% | +138.7% | -187.2% | -59.0% |
| All | -53.4% | +173.6% | -227.0% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling