+667.3%
TSEM vs IAU
+139.7%
+527.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +10.4% | +0.7% | +9.7% | +10.2% |
| 30D | -12.9% | +0.3% | -13.3% | -13.0% |
| 3M | -9.2% | +0.7% | -9.9% | -9.5% |
| 6M | +98.8% | -15.5% | +114.3% | +105.5% |
| YTD | +87.2% | +1.0% | +86.2% | +85.9% |
| 1Y | +239.0% | +19.6% | +219.4% | +226.4% |
| 3Y | +679.5% | +125.4% | +554.1% | +578.1% |
| 5Y | +667.3% | +140.7% | +526.5% | +554.5% |
| All | +667.3% | +139.7% | +527.6% | +554.5% |
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 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