-48.9%
TSLL vs IAU
+1.0%
-50.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +9.5% |
| 7D | -14.3% | +4.9% | -19.2% | -17.8% |
| 30D | -6.2% | -1.4% | -4.8% | -5.2% |
| 3M | +21.2% | -4.8% | +26.0% | +26.5% |
| 6M | -36.6% | -12.5% | -24.1% | -30.4% |
| YTD | -47.8% | -4.2% | -43.6% | -51.0% |
| All | -48.9% | +1.0% | -50.0% | -55.5% |
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