+336.2%
GDXJ vs TENB
-9.4%
+345.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.0% | +1.8% |
| 7D | -2.8% | -12.1% | +9.3% | -1.2% |
| 30D | +5.0% | -18.6% | +23.6% | +7.4% |
| 3M | +24.1% | +12.1% | +12.0% | +20.9% |
| 6M | -7.4% | +46.8% | -54.2% | -13.4% |
| YTD | +10.2% | +28.0% | -17.7% | +4.6% |
| 1Y | +42.5% | -1.4% | +43.9% | +40.6% |
| 3Y | +285.7% | -33.9% | +319.7% | +299.0% |
| 5Y | +231.9% | -34.6% | +266.5% | +232.3% |
| All | +336.2% | -9.4% | +345.6% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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