+249.2%
GDXJ vs TLN
+571.8%
-322.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -3.4% |
| 7D | -6.2% | +2.0% | -8.2% | -6.7% |
| 30D | +4.6% | -12.9% | +17.6% | +7.8% |
| 3M | +31.3% | -7.4% | +38.7% | +33.3% |
| 6M | -10.7% | -6.0% | -4.6% | -9.5% |
| YTD | +9.1% | -16.9% | +26.0% | +12.0% |
| 1Y | +44.1% | -22.6% | +66.8% | +49.7% |
| 3Y | +285.4% | +469.0% | -183.6% | +148.1% |
| All | +249.2% | +571.8% | -322.6% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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