+309.3%
TEL vs IAU
+220.2%
+89.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | +1.6% | -2.0% | +3.6% | +1.9% |
| 30D | -0.7% | -1.5% | +0.9% | -0.5% |
| 3M | +2.4% | +3.3% | -0.8% | +1.8% |
| 6M | +4.1% | -16.2% | +20.4% | +6.4% |
| YTD | -5.8% | +0.7% | -6.5% | -6.0% |
| 1Y | +0.9% | +19.2% | -18.4% | -1.4% |
| 3Y | +72.6% | +124.4% | -51.8% | +54.1% |
| 5Y | +57.5% | +140.0% | -82.5% | +37.6% |
| All | +309.3% | +220.2% | +89.2% | +273.0% |
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