+292.3%
GDX vs TTD
+401.9%
-109.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -2.0% |
| 7D | -0.4% | +6.3% | -6.7% | -0.6% |
| 30D | +18.6% | -23.9% | +42.5% | +19.8% |
| 3M | +14.9% | -31.4% | +46.3% | +16.5% |
| 6M | -6.3% | -42.7% | +36.4% | -4.5% |
| YTD | +15.7% | -62.0% | +77.7% | +20.3% |
| 1Y | +54.8% | -72.2% | +127.0% | +63.4% |
| 3Y | +253.4% | -81.9% | +335.4% | +272.2% |
| 5Y | +219.7% | -81.5% | +301.2% | +227.2% |
| All | +292.3% | +401.9% | -109.6% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling