+670.4%
TPR vs IAU
+786.3%
-115.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.3% |
| 7D | +12.1% | +2.8% | +9.3% | +12.0% |
| 30D | +16.7% | -4.0% | +20.6% | +16.7% |
| 3M | -17.4% | -8.2% | -9.2% | -17.4% |
| 6M | +2.3% | -14.8% | +17.1% | +2.2% |
| YTD | +7.1% | -6.7% | +13.8% | +7.3% |
| 1Y | +29.5% | -2.2% | +31.7% | +29.8% |
| 3Y | +415.0% | +106.7% | +308.3% | +427.2% |
| 5Y | +261.5% | +114.8% | +146.7% | +269.4% |
| 10Y | +383.3% | +213.0% | +170.3% | +407.1% |
| All | +670.4% | +786.3% | -115.9% | +677.5% |
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