+310.1%
GDX vs TTD
+574.0%
-263.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.5% | -11.1% | +3.8% |
| 7D | +15.6% | +19.0% | -3.4% | +14.7% |
| 30D | +2.4% | +23.6% | -21.2% | +1.5% |
| 3M | +1.7% | +8.2% | -6.4% | +1.3% |
| 6M | -3.3% | -35.3% | +32.0% | -2.0% |
| YTD | +6.6% | -60.7% | +67.3% | +10.4% |
| 1Y | +27.0% | -65.3% | +92.3% | +32.3% |
| 3Y | +243.4% | -80.6% | +323.9% | +259.5% |
| 5Y | +194.2% | -84.6% | +278.8% | +203.2% |
| 10Y | +310.1% | +550.5% | -240.4% | +394.1% |
| All | +310.1% | +574.0% | -263.9% | +394.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling