+132.3%
TT vs IAU
+105.6%
+26.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | +4.0% | -4.6% | +8.6% | +4.9% |
| 30D | -11.3% | -5.4% | -5.9% | -10.5% |
| 3M | -12.3% | -10.9% | -1.4% | -10.7% |
| 6M | -10.8% | -17.4% | +6.5% | -8.3% |
| YTD | +8.2% | -10.2% | +18.4% | +10.8% |
| 1Y | +1.5% | -7.1% | +8.5% | +3.7% |
| 3Y | +91.5% | +97.7% | -6.3% | +83.3% |
| All | +132.3% | +105.6% | +26.8% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling