+193.8%
TFC vs IAU
+786.3%
-592.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | -2.1% | -8.2% | +6.1% | -3.1% |
| 6M | +3.4% | -14.8% | +18.1% | +1.5% |
| YTD | +5.3% | -6.7% | +12.0% | +4.9% |
| 1Y | +16.2% | -2.2% | +18.4% | +16.6% |
| 3Y | +94.8% | +106.7% | -11.9% | +118.3% |
| 5Y | -0.7% | +114.8% | -115.5% | +12.1% |
| 10Y | +80.9% | +213.0% | -132.1% | +118.3% |
| All | +193.8% | +786.3% | -592.4% | +278.6% |
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