+419.8%
TXN vs IAU
+220.2%
+199.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.0% | -2.0% | +6.0% | +4.4% |
| 30D | -2.9% | -1.5% | -1.3% | -2.6% |
| 3M | -9.1% | +3.3% | -12.4% | -9.6% |
| 6M | +36.6% | -16.2% | +52.9% | +40.0% |
| YTD | +57.5% | +0.7% | +56.8% | +57.6% |
| 1Y | +49.5% | +19.2% | +30.3% | +46.6% |
| 3Y | +76.5% | +124.4% | -47.9% | +57.9% |
| 5Y | +62.4% | +140.0% | -77.7% | +42.6% |
| All | +419.8% | +220.2% | +199.6% | +372.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling