+24.8%
GDX vs TJX
+4.8%
+20.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.8% | +9.3% |
| 7D | +0.8% | +4.6% | -3.8% | +1.0% |
| 30D | -3.2% | +7.7% | -10.9% | -2.7% |
| 3M | +8.6% | -7.8% | +16.4% | +6.8% |
| 6M | -1.2% | -5.8% | +4.5% | -3.4% |
| YTD | -1.4% | -4.9% | +3.5% | +0.1% |
| 1Y | +24.8% | +3.2% | +21.6% | +27.4% |
| All | +24.8% | +4.8% | +20.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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