+379.4%
TTD vs IAU
+226.8%
+152.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.5% | -4.3% |
| 7D | +6.3% | -0.5% | +6.9% | +6.4% |
| 30D | -23.9% | +4.4% | -28.3% | -24.1% |
| 3M | -31.4% | -1.1% | -30.3% | -31.3% |
| 6M | -42.7% | -13.7% | -29.0% | -42.1% |
| YTD | -62.0% | +2.7% | -64.7% | -62.3% |
| 1Y | -72.2% | +24.6% | -96.8% | -73.1% |
| 3Y | -81.9% | +126.8% | -208.8% | -84.0% |
| 5Y | -81.5% | +139.5% | -221.0% | -84.1% |
| All | +379.4% | +226.8% | +152.6% | +385.1% |
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