+45.4%
GDXJ vs TMF
-56.9%
+102.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.3% | -3.4% | +3.6% | +0.6% |
| 30D | -7.4% | +11.5% | -19.0% | -8.5% |
| 3M | -11.9% | -4.5% | -7.4% | -11.5% |
| 6M | -19.3% | -15.0% | -4.3% | -18.0% |
| YTD | -8.1% | -19.9% | +11.7% | -6.2% |
| 1Y | +9.1% | -26.6% | +35.6% | +12.3% |
| 3Y | +236.2% | -29.8% | +266.0% | +243.4% |
| 5Y | +136.3% | -88.2% | +224.5% | +171.8% |
| 10Y | +256.9% | -81.4% | +338.3% | +294.1% |
| All | +45.4% | -56.9% | +102.3% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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