+256.1%
TPR vs IAU
+120.1%
+136.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +14.2% | +4.7% | +9.5% | +13.2% |
| 30D | +17.1% | -0.9% | +18.0% | +17.3% |
| 3M | -17.7% | -4.4% | -13.3% | -17.1% |
| 6M | -10.2% | -13.5% | +3.3% | -8.2% |
| YTD | +4.9% | -5.9% | +10.8% | +5.4% |
| 1Y | +36.1% | +1.9% | +34.2% | +35.3% |
| 3Y | +416.5% | +104.1% | +312.4% | +353.6% |
| All | +256.1% | +120.1% | +136.0% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling