+752.5%
IAU vs TXT
+168.2%
+584.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.8% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | -7.0% | +13.3% | -20.2% | -7.1% |
| 3M | -12.3% | -5.1% | -7.2% | -12.2% |
| 6M | -17.9% | -7.1% | -10.8% | -17.9% |
| YTD | -10.3% | -3.2% | -7.1% | -10.3% |
| 1Y | -7.9% | +2.3% | -10.2% | -7.9% |
| 3Y | +98.7% | +11.1% | +87.6% | +98.3% |
| 5Y | +105.0% | +10.0% | +95.0% | +104.5% |
| 10Y | +207.7% | +91.1% | +116.6% | +204.6% |
| All | +752.5% | +168.2% | +584.3% | +733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling