+188.7%
TFC vs IAU
+793.8%
-605.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.0% |
| 7D | +1.2% | +4.7% | -3.5% | +1.7% |
| 30D | +8.3% | -0.9% | +9.2% | +8.2% |
| 3M | -5.2% | -4.4% | -0.8% | -5.6% |
| 6M | -0.8% | -13.5% | +12.7% | -2.4% |
| YTD | +3.4% | -5.9% | +9.3% | +3.2% |
| 1Y | +17.0% | +1.9% | +15.1% | +18.1% |
| 3Y | +86.2% | +104.1% | -17.9% | +108.2% |
| 5Y | -2.3% | +121.0% | -123.3% | +10.7% |
| 10Y | +93.9% | +204.1% | -110.2% | +133.2% |
| All | +188.7% | +793.8% | -605.1% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling