+263.0%
GDXJ vs TLN
+583.6%
-320.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -3.3% |
| 7D | +0.2% | +7.1% | -6.9% | -1.4% |
| 30D | +17.9% | -3.9% | +21.7% | +18.8% |
| 3M | +15.3% | -16.2% | +31.5% | +19.6% |
| 6M | -9.4% | -5.8% | -3.6% | -8.3% |
| YTD | +13.4% | -15.4% | +28.8% | +16.0% |
| 1Y | +59.7% | -16.7% | +76.3% | +63.8% |
| 3Y | +283.6% | +473.8% | -190.2% | +146.9% |
| All | +263.0% | +583.6% | -320.5% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling