+361.1%
TTD vs IAU
+224.0%
+137.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +3.7% | +0.2% | +3.4% | +3.6% |
| 3M | -30.2% | +3.3% | -33.5% | -30.3% |
| 6M | -51.4% | -14.6% | -36.8% | -50.9% |
| YTD | -63.4% | +1.9% | -65.3% | -63.7% |
| 1Y | -73.5% | +20.9% | -94.4% | -74.3% |
| 3Y | -83.5% | +127.5% | -210.9% | -85.4% |
| 5Y | -80.9% | +141.9% | -222.9% | -83.6% |
| All | +361.1% | +224.0% | +137.1% | +366.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling