+35.7%
TSM vs IAU
-1.6%
+37.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.0% |
| 7D | -2.1% | +2.8% | -4.9% | -3.3% |
| 30D | -12.5% | -4.0% | -8.6% | -11.2% |
| 3M | -5.0% | -8.2% | +3.2% | -2.1% |
| 6M | -3.2% | -14.8% | +11.6% | +2.1% |
| YTD | +31.5% | -6.7% | +38.2% | +40.1% |
| 1Y | +35.7% | -2.2% | +37.9% | +42.6% |
| All | +35.7% | -1.6% | +37.3% | +42.6% |
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