+317.3%
GDX vs TENB
+23.5%
+293.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -3.6% |
| 7D | -4.6% | -7.0% | +2.5% | -4.0% |
| 30D | -6.2% | -0.6% | -5.6% | -6.3% |
| 3M | -10.0% | +10.9% | -21.0% | -11.4% |
| 6M | -15.8% | +95.4% | -111.1% | -21.8% |
| YTD | -4.6% | +74.5% | -79.0% | -10.9% |
| 1Y | +4.0% | +49.2% | -45.2% | -1.1% |
| 3Y | +211.1% | +9.7% | +201.4% | +203.5% |
| 5Y | +152.3% | -24.6% | +176.9% | +148.6% |
| All | +317.3% | +23.5% | +293.8% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling