+10,227.8%
TSM vs IAU
+810.1%
+9,417.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.2% |
| 7D | -2.5% | +4.9% | -7.4% | -3.4% |
| 30D | -14.3% | -1.4% | -12.9% | -14.1% |
| 3M | -7.2% | -4.8% | -2.5% | -6.5% |
| 6M | -5.1% | -12.5% | +7.4% | -3.1% |
| YTD | +28.9% | -4.2% | +33.1% | +29.7% |
| 1Y | +37.1% | +3.1% | +34.0% | +36.4% |
| 3Y | +341.5% | +110.0% | +231.5% | +294.4% |
| 5Y | +245.7% | +123.1% | +122.6% | +205.2% |
| 10Y | +1,502.2% | +216.7% | +1,285.6% | +1,261.8% |
| All | +10,227.8% | +810.1% | +9,417.6% | +6,491.4% |
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