+281.7%
GDXJ vs TCOM
+7.1%
+274.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -6.2% | -6.5% | +0.3% | -5.3% |
| 30D | +4.6% | -16.2% | +20.9% | +7.3% |
| 3M | +31.3% | -19.3% | +50.6% | +35.1% |
| 6M | -10.7% | -27.2% | +16.5% | -6.5% |
| YTD | +9.1% | -46.2% | +55.3% | +18.8% |
| 1Y | +44.1% | -46.6% | +90.7% | +57.0% |
| All | +281.7% | +7.1% | +274.6% | +283.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling