+2,069.4%
TMO vs IAU
+867.6%
+1,201.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -0.5% | +0.2% | -0.6% | -0.5% |
| 30D | +1.0% | +0.2% | +0.8% | +1.0% |
| 3M | +22.7% | +3.3% | +19.4% | +22.4% |
| 6M | +19.0% | -14.6% | +33.6% | +20.1% |
| YTD | +4.7% | +1.9% | +2.9% | +4.6% |
| 1Y | +26.0% | +20.9% | +5.1% | +24.6% |
| 3Y | +18.0% | +127.5% | -109.5% | +12.1% |
| 5Y | +8.0% | +141.9% | -133.9% | +2.1% |
| 10Y | +333.8% | +222.8% | +111.0% | +308.6% |
| All | +2,069.4% | +867.6% | +1,201.8% | +1,613.5% |
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