-80.6%
TTD vs IAU
+139.7%
-220.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | +1.6% | +0.3% | +1.3% | +1.6% |
| 3M | -27.8% | +0.7% | -28.5% | -27.8% |
| 6M | -52.1% | -15.5% | -36.6% | -51.5% |
| YTD | -63.1% | +1.0% | -64.0% | -63.5% |
| 1Y | -73.1% | +19.6% | -92.6% | -74.1% |
| 3Y | -83.3% | +125.4% | -208.7% | -86.4% |
| 5Y | -80.6% | +140.7% | -221.4% | -85.9% |
| All | -80.6% | +139.7% | -220.3% | -85.9% |
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 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