+429.1%
TTMI vs IAU
+99.0%
+330.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | -4.6% | +16.0% | +13.5% |
| 30D | -28.3% | -5.4% | -22.9% | -26.4% |
| 3M | -46.7% | -10.9% | -35.8% | -44.2% |
| 6M | -56.1% | -17.4% | -38.8% | -53.2% |
| YTD | +7.4% | -10.2% | +17.6% | +13.4% |
| 1Y | +17.4% | -7.1% | +24.5% | +23.3% |
| 3Y | +429.1% | +97.7% | +331.4% | +335.2% |
| All | +429.1% | +99.0% | +330.1% | +335.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling