+172.6%
TTMI vs IAU
+24.6%
+148.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.7% | +9.3% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | -4.3% | +4.4% | -8.7% | -7.0% |
| 3M | -32.0% | -1.1% | -31.0% | -32.1% |
| 6M | +19.5% | -13.7% | +33.2% | +25.9% |
| YTD | +82.0% | +2.7% | +79.3% | +75.6% |
| 1Y | +172.6% | +24.6% | +148.0% | +106.3% |
| All | +172.6% | +24.6% | +148.1% | +106.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling