+285.7%
GDXJ vs TEL
+71.6%
+214.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.4% |
| 7D | -2.8% | +1.6% | -4.4% | -3.4% |
| 30D | +5.0% | -0.7% | +5.6% | +5.1% |
| 3M | +24.1% | +2.4% | +21.6% | +22.6% |
| 6M | -7.4% | +4.1% | -11.5% | -9.0% |
| YTD | +10.2% | -5.8% | +16.0% | +10.8% |
| 1Y | +42.5% | +0.9% | +41.7% | +41.2% |
| 3Y | +285.7% | +72.6% | +213.1% | +225.2% |
| All | +285.7% | +71.6% | +214.1% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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