-53.2%
TE vs IAU
+180.8%
-233.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.7% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | -15.9% | +4.4% | -20.3% | -17.4% |
| 3M | -60.5% | -1.1% | -59.5% | -60.3% |
| 6M | -35.2% | -13.7% | -21.5% | -31.9% |
| YTD | -31.1% | +2.7% | -33.9% | -31.0% |
| 1Y | +148.6% | +24.6% | +124.0% | +141.5% |
| 3Y | -26.4% | +126.8% | -153.2% | -40.4% |
| 5Y | -48.0% | +139.5% | -187.5% | -59.0% |
| All | -53.2% | +180.8% | -233.9% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling