-45.4%
TOST vs IAU
+121.8%
-167.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -3.6% | -2.0% | -1.6% | -3.3% |
| 30D | +8.9% | -4.4% | +13.3% | +9.5% |
| 3M | -2.2% | -8.9% | +6.7% | -1.2% |
| 6M | +41.0% | -15.9% | +56.9% | +43.9% |
| YTD | -4.0% | -7.8% | +3.8% | -5.4% |
| 1Y | -9.6% | -3.8% | -5.8% | -11.9% |
| 3Y | +141.7% | +104.3% | +37.3% | +73.2% |
| 5Y | -29.5% | +111.2% | -140.7% | -56.4% |
| All | -45.4% | +121.8% | -167.2% | -68.4% |
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