+52.2%
TEM vs IAU
+88.0%
-35.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.1% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +11.3% | +0.2% | +11.1% | +11.7% |
| 3M | +25.5% | +3.3% | +22.3% | +24.7% |
| 6M | +17.1% | -14.6% | +31.7% | +22.0% |
| YTD | +3.8% | +1.9% | +1.9% | +5.9% |
| 1Y | -24.4% | +20.9% | -45.2% | -22.4% |
| All | +52.2% | +88.0% | -35.7% | +55.9% |
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