+227.7%
GDX vs TSN
-20.8%
+248.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.2% |
| 7D | +4.0% | -5.0% | +9.0% | +4.9% |
| 30D | +9.5% | -9.1% | +18.6% | +11.4% |
| 3M | +25.1% | -7.4% | +32.5% | +26.7% |
| 6M | -2.9% | -13.4% | +10.4% | -0.6% |
| YTD | +14.7% | -8.5% | +23.2% | +16.2% |
| 1Y | +47.4% | -3.2% | +50.6% | +47.4% |
| 3Y | +259.7% | +11.5% | +248.2% | +242.9% |
| 5Y | +227.7% | -19.5% | +247.2% | +239.8% |
| All | +227.7% | -20.8% | +248.5% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling