-45.4%
TE vs IAU
+141.6%
-187.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | +15.0% | +0.2% | +14.8% | +14.8% |
| 30D | -7.5% | +0.2% | -7.8% | -7.8% |
| 3M | -42.0% | +3.3% | -45.2% | -42.9% |
| 6M | -31.4% | -14.6% | -16.9% | -26.4% |
| YTD | -26.5% | +1.9% | -28.4% | -26.5% |
| 1Y | +153.1% | +20.9% | +132.2% | +142.1% |
| 3Y | -20.7% | +127.5% | -148.2% | -47.1% |
| 5Y | -45.4% | +141.9% | -187.4% | -67.2% |
| All | -45.4% | +141.6% | -187.0% | -67.2% |
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 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