+223.5%
IAU vs TXT
+104.8%
+118.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.2% | +0.8% | -0.7% | +0.2% |
| 30D | +0.2% | -10.4% | +10.7% | +0.3% |
| 3M | +3.3% | -14.3% | +17.6% | +3.4% |
| 6M | -14.6% | -15.1% | +0.5% | -14.5% |
| YTD | +1.9% | -8.3% | +10.2% | +2.0% |
| 1Y | +20.9% | -0.7% | +21.6% | +21.0% |
| 3Y | +127.5% | +6.0% | +121.5% | +127.9% |
| 5Y | +141.9% | +12.5% | +129.4% | +142.6% |
| All | +223.5% | +104.8% | +118.7% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling