-55.4%
TSLL vs IAU
+144.4%
-199.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.3% |
| 30D | +17.8% | +4.4% | +13.3% | +16.0% |
| 3M | -37.0% | -1.1% | -36.0% | -36.5% |
| 6M | -37.7% | -13.7% | -24.0% | -35.3% |
| YTD | -51.4% | +2.7% | -54.1% | -51.5% |
| 1Y | -23.4% | +24.6% | -48.0% | -25.3% |
| 3Y | -30.8% | +126.8% | -157.6% | -40.6% |
| All | -55.4% | +144.4% | -199.8% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling