+249.6%
GDX vs TSCO
-19.8%
+269.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -2.2% | -5.7% | +3.5% | -1.1% |
| 30D | +6.8% | -8.8% | +15.5% | +8.6% |
| 3M | +24.9% | +6.3% | +18.6% | +23.2% |
| 6M | -4.2% | -32.3% | +28.1% | +5.3% |
| YTD | +13.2% | -32.7% | +45.9% | +24.8% |
| 1Y | +40.2% | -43.7% | +83.9% | +60.0% |
| 3Y | +249.6% | -19.7% | +269.3% | +233.5% |
| All | +249.6% | -19.8% | +269.4% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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