+96.7%
TFC vs IAU
+125.1%
-28.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.1% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | -2.5% | +0.3% | -2.8% | -2.5% |
| 3M | +4.5% | +0.7% | +3.8% | +4.5% |
| 6M | +11.0% | -15.5% | +26.5% | +11.0% |
| YTD | +5.9% | +1.0% | +4.9% | +6.4% |
| 1Y | +14.6% | +19.6% | -5.0% | +15.7% |
| 3Y | +96.7% | +125.4% | -28.7% | +80.0% |
| All | +96.7% | +125.1% | -28.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling