+21.2%
GDX vs TTD
-66.1%
+87.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.5% | -11.1% | +5.1% |
| 7D | +15.6% | +19.0% | -3.4% | +16.6% |
| 30D | +2.4% | +23.6% | -21.2% | +3.8% |
| 3M | +1.7% | +8.2% | -6.4% | +2.0% |
| 6M | -3.3% | -35.3% | +32.0% | -6.2% |
| YTD | +6.6% | -60.7% | +67.3% | +10.5% |
| All | +21.2% | -66.1% | +87.4% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling