+223.5%
GDXJ vs TEM
+61.6%
+162.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | +17.9% | +38.4% | -20.5% | +14.3% |
| 3M | +15.3% | +23.7% | -8.3% | +12.6% |
| 6M | -9.4% | +26.0% | -35.4% | -11.9% |
| YTD | +13.4% | +9.4% | +4.0% | +11.1% |
| 1Y | +59.7% | -17.3% | +76.9% | +58.3% |
| All | +223.5% | +61.6% | +162.0% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 all: compounded portfolio wealth divided by compounded TEM 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…
all analysis · Full analysis span regression · 6 months rolling