-18.4%
TSLL vs IAU
+103.2%
-121.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +9.1% |
| 7D | -21.2% | +4.7% | -26.0% | -23.4% |
| 30D | -13.3% | -0.9% | -12.4% | -13.0% |
| 3M | +15.4% | -4.4% | +19.8% | +18.6% |
| 6M | -34.2% | -13.5% | -20.7% | -29.4% |
| YTD | -52.9% | -5.9% | -47.0% | -51.0% |
| 1Y | -54.3% | +1.9% | -56.2% | -53.2% |
| 3Y | -18.4% | +104.1% | -122.4% | -39.0% |
| All | -18.4% | +103.2% | -121.6% | -39.0% |
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