+2.8%
GDXJ vs TFC
+15.7%
-13.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -8.1% | +2.3% | -10.4% | -8.9% |
| 30D | -5.5% | +10.8% | -16.3% | -9.2% |
| 3M | -14.6% | -3.8% | -10.8% | -13.9% |
| 6M | -23.2% | +9.6% | -32.8% | -27.9% |
| YTD | -13.0% | +5.8% | -18.8% | -19.5% |
| 1Y | +2.8% | +16.2% | -13.4% | -7.2% |
| All | +2.8% | +15.7% | -13.0% | -7.2% |
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