+297.5%
GDXJ vs TFC
+91.9%
+205.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | +8.8% | -2.3% | +11.2% | +9.2% |
| 3M | +29.8% | +2.5% | +27.4% | +28.8% |
| 6M | -5.8% | +9.5% | -15.3% | -7.8% |
| YTD | +13.6% | +5.1% | +8.5% | +11.8% |
| 1Y | +54.5% | +15.5% | +39.0% | +50.1% |
| All | +297.5% | +91.9% | +205.6% | +229.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling