+258.1%
GDX vs TENB
-26.8%
+284.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | -1.7% | +3.5% | +1.9% |
| 30D | +9.9% | -8.3% | +18.2% | +10.2% |
| 3M | +28.2% | +26.2% | +2.0% | +26.3% |
| 6M | -2.9% | +60.2% | -63.1% | -4.6% |
| YTD | +16.0% | +43.1% | -27.1% | +15.2% |
| 1Y | +49.9% | +9.4% | +40.5% | +53.8% |
| All | +258.1% | -26.8% | +284.9% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling