-6.4%
TSLL vs IAU
+99.0%
-105.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +17.8% | -4.6% | +22.4% | +20.7% |
| 30D | +8.2% | -5.4% | +13.7% | +11.1% |
| 3M | +20.9% | -10.9% | +31.7% | +28.8% |
| 6M | -37.5% | -17.4% | -20.1% | -31.3% |
| YTD | -44.5% | -10.2% | -34.3% | -40.9% |
| 1Y | -33.0% | -7.1% | -25.9% | -29.0% |
| 3Y | -6.4% | +97.7% | -104.1% | -32.2% |
| All | -6.4% | +99.0% | -105.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling