-5.5%
TOST vs IAU
-8.1%
+2.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.5% |
| 7D | 0.0% | -4.6% | +4.6% | +0.1% |
| 30D | +16.2% | -5.4% | +21.6% | +16.0% |
| 3M | -1.5% | -10.9% | +9.3% | -1.9% |
| 6M | +55.3% | -17.4% | +72.7% | +53.2% |
| YTD | -2.3% | -10.2% | +7.9% | -9.6% |
| 1Y | -5.5% | -7.1% | +1.5% | -16.9% |
| All | -5.5% | -8.1% | +2.6% | -16.9% |
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 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