+320.5%
TMUS vs IAU
+515.3%
-194.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +5.3% | +4.4% | +0.8% | +5.0% |
| 3M | +3.1% | -1.1% | +4.2% | +3.1% |
| 6M | -16.5% | -13.7% | -2.7% | -15.9% |
| YTD | -9.2% | +2.7% | -11.9% | -9.6% |
| 1Y | -26.5% | +24.6% | -51.1% | -27.8% |
| 3Y | +39.0% | +126.8% | -87.8% | +31.2% |
| 5Y | +40.4% | +139.5% | -99.1% | +31.8% |
| 10Y | +303.7% | +226.3% | +77.5% | +273.3% |
| All | +320.5% | +515.3% | -194.9% | +221.7% |
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 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