+263.6%
GDX vs TTD
-82.4%
+345.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -2.1% |
| 7D | -0.4% | +6.3% | -6.7% | -0.4% |
| 30D | +18.6% | -23.9% | +42.5% | +19.1% |
| 3M | +14.9% | -31.4% | +46.3% | +15.6% |
| 6M | -6.3% | -42.7% | +36.4% | -5.3% |
| YTD | +15.7% | -62.0% | +77.7% | +19.3% |
| 1Y | +54.8% | -72.2% | +127.0% | +61.7% |
| All | +263.6% | -82.4% | +345.9% | +257.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling