+244.6%
TMUS vs IAU
+209.9%
+34.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.8% |
| 7D | +8.2% | -2.0% | +10.1% | +8.2% |
| 30D | +13.4% | -4.4% | +17.8% | +13.3% |
| 3M | -3.0% | -8.9% | +5.9% | -3.0% |
| 6M | -8.8% | -15.9% | +7.2% | -8.6% |
| YTD | -13.8% | -7.8% | -6.1% | -14.5% |
| 1Y | -17.1% | -3.8% | -13.3% | -17.9% |
| 3Y | +22.7% | +104.3% | -81.7% | +13.3% |
| 5Y | +52.8% | +111.2% | -58.4% | +40.0% |
| 10Y | +244.6% | +216.4% | +28.2% | +235.8% |
| All | +244.6% | +209.9% | +34.7% | +235.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling