+426.2%
TSEM vs IAU
+786.3%
-360.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.6% |
| 7D | -9.5% | +2.8% | -12.3% | -10.0% |
| 30D | -35.5% | -4.0% | -31.5% | -34.9% |
| 3M | -41.6% | -8.2% | -33.4% | -40.6% |
| 6M | -30.1% | -14.8% | -15.3% | -28.1% |
| YTD | +25.7% | -6.7% | +32.4% | +27.2% |
| 1Y | +50.5% | -2.2% | +52.7% | +51.2% |
| 3Y | +501.7% | +106.7% | +395.0% | +442.4% |
| 5Y | +310.9% | +114.8% | +196.1% | +267.4% |
| 10Y | +849.8% | +213.0% | +636.8% | +708.3% |
| All | +426.2% | +786.3% | -360.1% | +270.1% |
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