-80.8%
TE vs IAU
+111.4%
-192.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.6% |
| 7D | -22.0% | -2.0% | -20.0% | -21.1% |
| 30D | -33.6% | -4.4% | -29.2% | -31.9% |
| 3M | -61.1% | -8.9% | -52.2% | -58.9% |
| 6M | -64.7% | -15.9% | -48.8% | -61.3% |
| YTD | -68.1% | -7.8% | -60.4% | -66.2% |
| 1Y | -51.7% | -3.8% | -47.9% | -49.6% |
| 3Y | +42.0% | +104.3% | -62.3% | -1.7% |
| 5Y | -80.8% | +111.2% | -192.0% | -87.6% |
| All | -80.8% | +111.4% | -192.2% | -87.6% |
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