+10.6%
TMO vs IAU
+139.7%
-129.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -2.0% | +1.4% | -0.4% |
| 30D | +1.1% | -1.5% | +2.7% | +1.4% |
| 3M | +28.3% | +3.3% | +25.1% | +27.8% |
| 6M | +23.3% | -16.2% | +39.5% | +26.3% |
| YTD | +5.5% | +0.7% | +4.8% | +5.3% |
| 1Y | +24.5% | +19.2% | +5.3% | +21.1% |
| 3Y | +19.6% | +124.4% | -104.8% | -1.1% |
| All | +10.6% | +139.7% | -129.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling