+240.4%
TPR vs IAU
+141.6%
+98.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -23.0% | +4.4% | -27.4% | -23.5% |
| 3M | -12.5% | -1.1% | -11.4% | -12.5% |
| 6M | -21.4% | -13.7% | -7.7% | -20.3% |
| YTD | -3.5% | +2.7% | -6.2% | -4.4% |
| 1Y | +17.4% | +24.6% | -7.3% | +13.7% |
| 3Y | +291.3% | +126.8% | +164.4% | +246.5% |
| All | +240.4% | +141.6% | +98.8% | +169.8% |
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