+42.5%
GDXJ vs TFC
+16.6%
+26.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -2.4% | -0.4% | -2.3% |
| 30D | +5.0% | -3.4% | +8.3% | +5.5% |
| 3M | +24.1% | +0.4% | +23.6% | +23.1% |
| 6M | -7.4% | +12.7% | -20.0% | -11.0% |
| YTD | +10.2% | +5.6% | +4.6% | +7.0% |
| 1Y | +42.5% | +16.0% | +26.5% | +43.8% |
| All | +42.5% | +16.6% | +26.0% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling