+329.6%
TTD vs IAU
+199.3%
+130.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +5.2% | +4.7% | +0.5% | +5.0% |
| 30D | +6.9% | -0.9% | +7.8% | +7.0% |
| 3M | -26.8% | -4.4% | -22.5% | -26.7% |
| 6M | -46.1% | -13.5% | -32.6% | -45.8% |
| YTD | -65.9% | -5.9% | -60.0% | -66.1% |
| 1Y | -71.8% | +1.9% | -73.7% | -72.2% |
| 3Y | -83.3% | +104.1% | -187.4% | -85.2% |
| 5Y | -81.1% | +121.0% | -202.1% | -83.7% |
| 10Y | +441.7% | +204.1% | +237.6% | +433.7% |
| All | +329.6% | +199.3% | +130.3% | +336.2% |
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