-47.2%
TSLL vs IAU
+113.3%
-160.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.1% | +4.6% |
| 7D | +33.0% | -5.5% | +38.4% | +36.2% |
| 30D | +7.7% | -7.0% | +14.7% | +11.0% |
| 3M | +34.7% | -12.3% | +47.0% | +43.1% |
| 6M | -31.5% | -17.9% | -13.6% | -25.7% |
| YTD | -42.4% | -10.3% | -32.0% | -39.0% |
| 1Y | -39.7% | -7.9% | -31.8% | -36.3% |
| 3Y | +3.4% | +98.7% | -95.3% | -6.1% |
| All | -47.2% | +113.3% | -160.5% | -52.2% |
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 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