-24.9%
TSLL vs IAU
+104.9%
-129.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.8% | -22.7% | -22.3% |
| 7D | -28.9% | +1.9% | -30.8% | -29.8% |
| 30D | -21.4% | -1.7% | -19.7% | -20.8% |
| 3M | +5.0% | -3.6% | +8.5% | +7.5% |
| 6M | -36.6% | -10.1% | -26.4% | -32.8% |
| YTD | -56.6% | -5.1% | -51.5% | -55.1% |
| 1Y | -60.9% | +2.6% | -63.5% | -60.0% |
| All | -24.9% | +104.9% | -129.8% | -44.0% |
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 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