+692.7%
TSEM vs IAU
+875.8%
-183.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.8% | +8.7% | +8.0% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +5.3% | +4.4% | +0.9% | +4.5% |
| 3M | -14.9% | -1.1% | -13.9% | -14.8% |
| 6M | +80.0% | -13.7% | +93.8% | +83.9% |
| YTD | +89.4% | +2.7% | +86.6% | +88.1% |
| 1Y | +253.1% | +24.6% | +228.5% | +241.1% |
| 3Y | +642.1% | +126.8% | +515.3% | +556.7% |
| 5Y | +659.1% | +139.5% | +519.6% | +564.8% |
| 10Y | +1,291.4% | +226.3% | +1,065.1% | +1,069.9% |
| All | +692.7% | +875.8% | -183.1% | +447.2% |
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