+231.2%
GDXJ vs TFC
+79.2%
+152.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -8.1% | +2.3% | -10.4% | -8.3% |
| 30D | -5.5% | +10.8% | -16.3% | -6.4% |
| 3M | -14.6% | -3.8% | -10.8% | -14.3% |
| 6M | -23.2% | +9.6% | -32.8% | -24.0% |
| YTD | -13.0% | +5.8% | -18.8% | -13.6% |
| 1Y | +2.8% | +16.2% | -13.4% | +1.2% |
| 3Y | +221.5% | +96.0% | +125.5% | +200.7% |
| 5Y | +123.4% | +1.7% | +121.7% | +116.5% |
| All | +231.2% | +79.2% | +152.0% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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