-23.6%
TMUS vs IAU
+20.0%
-43.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.2% |
| 30D | +3.1% | +0.3% | +2.8% | +3.2% |
| 3M | +2.4% | +0.7% | +1.7% | +2.5% |
| 6M | -17.1% | -15.5% | -1.6% | -18.6% |
| YTD | -9.1% | +1.0% | -10.0% | -9.6% |
| 1Y | -23.6% | +19.6% | -43.2% | -21.2% |
| All | -23.6% | +20.0% | -43.6% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling