-45.7%
TOST vs IAU
+147.0%
-192.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -2.4% | +4.4% | -6.9% | -3.0% |
| 3M | +34.6% | -1.1% | +35.7% | +34.7% |
| 6M | +15.2% | -13.7% | +28.9% | +17.4% |
| YTD | -4.4% | +2.7% | -7.1% | -7.0% |
| 1Y | -17.4% | +24.6% | -42.0% | -24.2% |
| 3Y | +54.5% | +126.8% | -72.4% | +9.4% |
| All | -45.7% | +147.0% | -192.7% | -69.0% |
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