-15.8%
GDX vs TSN
-10.6%
-5.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -4.0% |
| 7D | -4.6% | -1.4% | -3.1% | -4.6% |
| 30D | -6.2% | +10.2% | -16.4% | -5.6% |
| 3M | -10.0% | +7.2% | -17.2% | -9.6% |
| 6M | -15.8% | -10.6% | -5.2% | -20.9% |
| All | -15.8% | -10.6% | -5.2% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling