+34.6%
TPR vs IAU
-2.6%
+37.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.4% |
| 7D | +12.1% | +2.8% | +9.3% | +11.3% |
| 30D | +16.7% | -4.0% | +20.6% | +17.8% |
| 3M | -17.4% | -8.2% | -9.2% | -15.8% |
| 6M | +2.3% | -14.8% | +17.1% | +5.4% |
| YTD | +7.1% | -6.7% | +13.8% | +5.8% |
| All | +34.6% | -2.6% | +37.3% | +28.7% |
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 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