+341.5%
TSM vs IAU
+110.6%
+230.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.9% |
| 7D | -2.5% | +4.9% | -7.4% | -4.2% |
| 30D | -14.3% | -1.4% | -12.9% | -13.9% |
| 3M | -7.2% | -4.8% | -2.5% | -5.8% |
| 6M | -5.1% | -12.5% | +7.4% | -1.2% |
| YTD | +28.9% | -4.2% | +33.1% | +30.5% |
| 1Y | +37.1% | +3.1% | +34.0% | +35.8% |
| 3Y | +341.5% | +110.0% | +231.5% | +226.8% |
| All | +341.5% | +110.6% | +230.9% | +226.8% |
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