-51.7%
TSLL vs IAU
+122.0%
-173.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.1% |
| 7D | -11.0% | +2.8% | -13.8% | -12.4% |
| 30D | -5.3% | -4.0% | -1.3% | -3.6% |
| 3M | +20.8% | -8.2% | +29.0% | +25.9% |
| 6M | -36.0% | -14.8% | -21.2% | -31.7% |
| YTD | -47.3% | -6.7% | -40.6% | -45.1% |
| 1Y | -48.4% | -2.2% | -46.2% | -46.6% |
| 3Y | -5.4% | +106.7% | -112.2% | -15.6% |
| All | -51.7% | +122.0% | -173.7% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling