+1,280.2%
TTMI vs IAU
+875.8%
+404.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.7% | +9.0% |
| 7D | +5.9% | -0.5% | +6.4% | +5.9% |
| 30D | -4.3% | +4.4% | -8.7% | -5.2% |
| 3M | -32.0% | -1.1% | -31.0% | -32.0% |
| 6M | +19.5% | -13.7% | +33.2% | +22.5% |
| YTD | +82.0% | +2.7% | +79.3% | +81.2% |
| 1Y | +172.6% | +24.6% | +148.0% | +163.5% |
| 3Y | +744.7% | +126.8% | +617.8% | +636.4% |
| 5Y | +805.6% | +139.5% | +666.1% | +679.5% |
| 10Y | +1,057.6% | +226.3% | +831.4% | +852.4% |
| All | +1,280.2% | +875.8% | +404.4% | +923.9% |
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 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