+668.0%
TSEM vs IAU
+126.4%
+541.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +4.7% | +0.2% | +4.5% | +4.6% |
| 30D | -14.2% | +0.2% | -14.5% | -14.3% |
| 3M | -5.0% | +3.3% | -8.3% | -6.1% |
| 6M | +87.6% | -14.6% | +102.1% | +94.0% |
| YTD | +84.4% | +1.9% | +82.6% | +81.9% |
| 1Y | +235.4% | +20.9% | +214.5% | +219.4% |
| All | +668.0% | +126.4% | +541.6% | +561.7% |
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