+73.5%
TFC vs IAU
+210.5%
-137.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -1.0% |
| 7D | +0.1% | -5.5% | +5.6% | -0.4% |
| 30D | +8.6% | -7.0% | +15.6% | +7.9% |
| 3M | -4.3% | -12.3% | +7.9% | -5.5% |
| 6M | +5.4% | -17.9% | +23.4% | +3.5% |
| YTD | +4.5% | -10.3% | +14.8% | +4.4% |
| 1Y | +14.0% | -7.9% | +21.9% | +14.3% |
| 3Y | +93.4% | +98.7% | -5.3% | +121.9% |
| 5Y | +0.5% | +105.0% | -104.6% | +15.1% |
| All | +73.5% | +210.5% | -137.0% | +145.4% |
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 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