+21.4%
TMUS vs IAU
+99.0%
-77.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | +4.9% | -4.6% | +9.5% | +4.5% |
| 30D | +7.7% | -5.4% | +13.1% | +7.2% |
| 3M | -6.8% | -10.9% | +4.1% | -7.6% |
| 6M | -9.7% | -17.4% | +7.7% | -10.8% |
| YTD | -15.0% | -10.2% | -4.7% | -16.4% |
| 1Y | -19.1% | -7.1% | -12.1% | -20.5% |
| 3Y | +21.4% | +97.7% | -76.3% | +16.7% |
| All | +21.4% | +99.0% | -77.6% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling