+786.5%
TSEM vs IAU
+210.9%
+575.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | +7.0% | -4.6% | +11.5% | +8.4% |
| 30D | -29.8% | -5.4% | -24.3% | -28.6% |
| 3M | -41.9% | -10.9% | -31.0% | -39.9% |
| 6M | -45.8% | -17.4% | -28.4% | -42.9% |
| YTD | +25.1% | -10.2% | +35.3% | +28.7% |
| 1Y | +48.2% | -7.1% | +55.3% | +51.2% |
| 3Y | +476.5% | +97.7% | +378.8% | +405.9% |
| 5Y | +301.4% | +105.3% | +196.2% | +247.8% |
| All | +786.5% | +210.9% | +575.6% | +654.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling