+215.1%
GDXJ vs TCOM
-9.8%
+224.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -2.8% | -4.9% | +2.1% | -2.2% |
| 30D | +5.0% | -14.4% | +19.3% | +7.1% |
| 3M | +24.1% | -17.7% | +41.7% | +26.9% |
| 6M | -7.4% | -25.1% | +17.8% | -4.0% |
| YTD | +10.2% | -45.7% | +56.0% | +18.8% |
| 1Y | +42.5% | -47.9% | +90.4% | +54.3% |
| 3Y | +285.7% | +8.9% | +276.8% | +272.4% |
| 5Y | +231.9% | +26.9% | +205.0% | +205.8% |
| All | +215.1% | -9.8% | +224.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling