-23.4%
TSLL vs IAU
+24.6%
-47.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.2% |
| 7D | +1.9% | -0.5% | +2.4% | +2.6% |
| 30D | +17.8% | +4.4% | +13.3% | +14.6% |
| 3M | -37.0% | -1.1% | -36.0% | -36.2% |
| 6M | -37.7% | -13.7% | -24.0% | -33.4% |
| YTD | -51.4% | +2.7% | -54.1% | -54.1% |
| 1Y | -23.4% | +24.6% | -48.0% | -37.9% |
| All | -23.4% | +24.6% | -47.9% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling