+316.3%
GDX vs TENB
+22.6%
+293.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -6.8% | -3.3% | -3.6% | -6.5% |
| 30D | -2.1% | +6.9% | -9.0% | -2.9% |
| 3M | -7.5% | +1.8% | -9.3% | -8.1% |
| 6M | -15.2% | +98.1% | -113.2% | -21.3% |
| YTD | -4.8% | +73.2% | -78.0% | -11.0% |
| 1Y | +6.7% | +50.7% | -44.0% | +1.3% |
| 3Y | +212.7% | +9.3% | +203.4% | +205.2% |
| 5Y | +151.7% | -25.1% | +176.8% | +148.2% |
| All | +316.3% | +22.6% | +293.7% | +265.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling