+462.8%
TSEM vs IAU
+751.7%
-289.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.1% |
| 7D | +20.5% | -5.5% | +26.0% | +21.8% |
| 30D | -29.0% | -7.0% | -22.0% | -28.0% |
| 3M | -39.4% | -12.3% | -27.1% | -37.8% |
| 6M | -28.5% | -17.9% | -10.6% | -26.0% |
| YTD | +34.4% | -10.3% | +44.8% | +37.0% |
| 1Y | +48.3% | -7.9% | +56.2% | +50.6% |
| 3Y | +543.5% | +98.7% | +444.9% | +484.3% |
| 5Y | +331.4% | +105.0% | +226.4% | +288.9% |
| 10Y | +881.1% | +207.7% | +673.5% | +738.7% |
| All | +462.8% | +751.7% | -289.0% | +298.7% |
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 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