+220.4%
GDXJ vs TCOM
+29.4%
+191.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -2.8% | -4.9% | +2.1% | -2.1% |
| 30D | +5.0% | -14.4% | +19.3% | +7.3% |
| 3M | +24.1% | -17.7% | +41.7% | +27.2% |
| 6M | -7.4% | -25.1% | +17.8% | -3.6% |
| YTD | +10.2% | -45.7% | +56.0% | +19.7% |
| 1Y | +42.5% | -47.9% | +90.4% | +55.6% |
| 3Y | +285.7% | +8.9% | +276.8% | +270.2% |
| All | +220.4% | +29.4% | +191.0% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling