+86.2%
TFC vs IAU
+103.2%
-17.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.2% | +4.7% | -3.5% | +1.0% |
| 30D | +8.3% | -0.9% | +9.2% | +8.3% |
| 3M | -5.2% | -4.4% | -0.8% | -5.1% |
| 6M | -0.8% | -13.5% | +12.7% | -0.4% |
| YTD | +3.4% | -5.9% | +9.3% | +4.0% |
| 1Y | +17.0% | +1.9% | +15.1% | +18.0% |
| 3Y | +86.2% | +104.1% | -17.9% | +51.3% |
| All | +86.2% | +103.2% | -17.1% | +51.3% |
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