+310.9%
TSEM vs IAU
+114.3%
+196.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.2% |
| 7D | -9.5% | +2.8% | -12.3% | -10.4% |
| 30D | -35.5% | -4.0% | -31.5% | -34.5% |
| 3M | -41.6% | -8.2% | -33.4% | -39.9% |
| 6M | -30.1% | -14.8% | -15.3% | -26.9% |
| YTD | +25.7% | -6.7% | +32.4% | +28.2% |
| 1Y | +50.5% | -2.2% | +52.7% | +51.7% |
| 3Y | +501.7% | +106.7% | +395.0% | +437.0% |
| 5Y | +310.9% | +114.8% | +196.1% | +265.6% |
| All | +310.9% | +114.3% | +196.6% | +265.6% |
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