+406.2%
GDX vs TENB
+3.0%
+403.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.4% | -9.1% | +8.7% | +0.5% |
| 30D | +18.6% | -4.9% | +23.5% | +18.8% |
| 3M | +14.9% | +16.9% | -2.0% | +12.5% |
| 6M | -6.3% | +68.0% | -74.2% | -11.7% |
| YTD | +15.7% | +45.6% | -29.8% | +10.3% |
| 1Y | +54.8% | +12.7% | +42.1% | +51.7% |
| 3Y | +253.4% | -24.4% | +277.8% | +258.3% |
| 5Y | +219.7% | -26.7% | +246.4% | +216.7% |
| All | +406.2% | +3.0% | +403.1% | +353.4% |
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 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