+275.3%
TMUS vs IAU
+463.6%
-188.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +3.6% | +4.7% | -1.2% | +3.4% |
| 30D | -3.4% | -0.9% | -2.5% | -3.4% |
| 3M | -9.5% | -4.4% | -5.1% | -9.4% |
| 6M | -15.2% | -13.5% | -1.7% | -14.8% |
| YTD | -18.9% | -5.9% | -13.0% | -19.1% |
| 1Y | -17.7% | +1.9% | -19.6% | -18.3% |
| 3Y | +15.6% | +104.1% | -88.4% | +9.6% |
| 5Y | +38.9% | +121.0% | -82.1% | +30.7% |
| 10Y | +245.3% | +204.1% | +41.2% | +219.8% |
| All | +275.3% | +463.6% | -188.3% | +187.9% |
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