-15.8%
GDX vs TTMI
-52.1%
+36.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.6% |
| 7D | -4.6% | +22.6% | -27.2% | -6.8% |
| 30D | -6.2% | -34.3% | +28.1% | -1.7% |
| 3M | -10.0% | -44.8% | +34.7% | -3.2% |
| 6M | -15.8% | -53.3% | +37.6% | -11.8% |
| All | -15.8% | -52.1% | +36.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 6mo: compounded portfolio wealth divided by compounded TTMI 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…
6mo analysis · Full analysis span regression · 6 months rolling