+399.5%
TPR vs IAU
+104.5%
+295.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.4% |
| 7D | +6.4% | -2.0% | +8.4% | +6.9% |
| 30D | +13.8% | -4.4% | +18.2% | +14.8% |
| 3M | -16.6% | -8.9% | -7.7% | -15.1% |
| 6M | +0.7% | -15.9% | +16.6% | +3.8% |
| YTD | +5.3% | -7.8% | +13.1% | +6.2% |
| 1Y | +32.4% | -3.8% | +36.1% | +32.6% |
| All | +399.5% | +104.5% | +295.0% | +280.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling