+1,728.2%
TXN vs IAU
+858.9%
+869.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | -9.5% | +0.3% | -9.8% | -9.5% |
| 3M | -10.5% | +0.7% | -11.2% | -10.6% |
| 6M | +35.4% | -15.5% | +50.9% | +37.2% |
| YTD | +51.8% | +1.0% | +50.8% | +51.7% |
| 1Y | +42.9% | +19.6% | +23.4% | +41.2% |
| 3Y | +71.3% | +125.4% | -54.1% | +61.2% |
| 5Y | +58.0% | +140.7% | -82.7% | +47.7% |
| 10Y | +393.3% | +218.1% | +175.1% | +355.8% |
| All | +1,728.2% | +858.9% | +869.2% | +1,538.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling