+683.8%
TEL vs IAU
+546.8%
+137.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | -3.9% | +4.4% | -8.4% | -4.3% |
| 3M | -5.1% | -1.1% | -4.1% | -5.1% |
| 6M | +0.6% | -13.7% | +14.3% | +1.5% |
| YTD | -7.3% | +2.7% | -10.0% | -7.5% |
| 1Y | +1.1% | +24.6% | -23.5% | -0.2% |
| 3Y | +63.7% | +126.8% | -63.2% | +55.6% |
| 5Y | +50.7% | +139.5% | -88.8% | +42.3% |
| 10Y | +290.2% | +226.3% | +63.9% | +266.8% |
| All | +683.8% | +546.8% | +137.0% | +528.7% |
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