+24.8%
GDX vs TENB
+64.9%
-40.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +9.0% |
| 7D | +0.8% | -2.8% | +3.6% | +0.7% |
| 30D | -3.2% | +22.9% | -26.2% | -2.3% |
| 3M | +8.6% | +31.7% | -23.2% | +10.7% |
| 6M | -1.2% | +127.3% | -128.5% | +7.7% |
| YTD | -1.4% | +101.2% | -102.6% | +10.1% |
| 1Y | +24.8% | +68.7% | -43.9% | +42.2% |
| All | +24.8% | +64.9% | -40.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling