+11,268.0%
TSM vs IAU
+875.8%
+10,392.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +3.6% | +4.4% | -0.8% | +2.8% |
| 3M | -3.4% | -1.1% | -2.3% | -3.2% |
| 6M | +20.6% | -13.7% | +34.3% | +23.4% |
| YTD | +41.9% | +2.7% | +39.1% | +41.1% |
| 1Y | +84.4% | +24.6% | +59.7% | +78.2% |
| 3Y | +380.2% | +126.8% | +253.4% | +323.5% |
| 5Y | +275.3% | +139.5% | +135.8% | +227.4% |
| 10Y | +1,751.4% | +226.3% | +1,525.1% | +1,461.9% |
| All | +11,268.0% | +875.8% | +10,392.2% | +7,070.9% |
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