+289.0%
GDX vs TTD
+387.7%
-98.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.7% |
| 7D | +4.0% | +1.7% | +2.2% | +3.9% |
| 30D | +9.5% | +1.6% | +7.9% | +9.4% |
| 3M | +25.1% | -27.8% | +52.9% | +26.5% |
| 6M | -2.9% | -52.1% | +49.2% | -0.1% |
| YTD | +14.7% | -63.1% | +77.8% | +19.4% |
| 1Y | +47.4% | -73.1% | +120.5% | +55.7% |
| 3Y | +259.7% | -83.3% | +343.0% | +280.3% |
| 5Y | +227.7% | -80.6% | +308.3% | +234.7% |
| All | +289.0% | +387.7% | -98.7% | +277.6% |
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