+243.4%
GDX vs TTD
-81.3%
+324.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.5% | -11.1% | +4.1% |
| 7D | +15.6% | +19.0% | -3.4% | +15.2% |
| 30D | +2.4% | +23.6% | -21.2% | +2.1% |
| 3M | +1.7% | +8.2% | -6.4% | +1.5% |
| 6M | -3.3% | -35.3% | +32.0% | -2.7% |
| YTD | +6.6% | -60.7% | +67.3% | +9.6% |
| 1Y | +27.0% | -65.3% | +92.3% | +31.3% |
| 3Y | +243.4% | -80.6% | +323.9% | +237.7% |
| All | +243.4% | -81.3% | +324.6% | +237.7% |
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