+41.2%
GDX vs TENB
+4.2%
+37.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -3.6% |
| 7D | -5.4% | -7.1% | +1.8% | -5.6% |
| 30D | +6.6% | -15.4% | +21.9% | +6.1% |
| 3M | +30.1% | +19.5% | +10.6% | +31.9% |
| 6M | -7.1% | +54.8% | -61.9% | -1.0% |
| YTD | +12.0% | +36.1% | -24.2% | +20.9% |
| 1Y | +41.2% | +7.0% | +34.2% | +58.9% |
| All | +41.2% | +4.2% | +37.0% | +58.9% |
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