+80.9%
TFC vs IAU
+208.6%
-127.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.4% |
| 7D | +1.7% | +2.8% | -1.1% | +2.0% |
| 30D | +9.0% | -4.0% | +13.0% | +8.6% |
| 3M | -2.1% | -8.2% | +6.1% | -2.9% |
| 6M | +3.4% | -14.8% | +18.1% | +1.7% |
| YTD | +5.3% | -6.7% | +12.0% | +5.5% |
| 1Y | +16.2% | -2.2% | +18.4% | +17.3% |
| 3Y | +94.8% | +106.7% | -11.9% | +124.7% |
| 5Y | -0.7% | +114.8% | -115.5% | +14.6% |
| 10Y | +80.9% | +213.0% | -132.1% | +154.5% |
| All | +80.9% | +208.6% | -127.8% | +154.5% |
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