+221.5%
GDXJ vs TLN
+580.6%
-359.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | -8.1% | +11.0% | -19.1% | -10.2% |
| 30D | -5.5% | +4.9% | -10.4% | -6.9% |
| 3M | -14.6% | +4.9% | -19.5% | -16.2% |
| 6M | -23.2% | +7.1% | -30.3% | -25.0% |
| YTD | -13.0% | +0.3% | -13.3% | -15.0% |
| 1Y | +2.8% | +5.9% | -3.2% | -0.6% |
| 3Y | +221.5% | +578.5% | -357.0% | +106.9% |
| All | +221.5% | +580.6% | -359.1% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling