+285.7%
GDXJ vs TNA
+101.9%
+183.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -2.8% | -7.3% | +4.5% | -0.8% |
| 30D | +5.0% | -14.2% | +19.1% | +9.4% |
| 3M | +24.1% | -4.6% | +28.6% | +25.6% |
| 6M | -7.4% | +36.9% | -44.3% | -13.9% |
| YTD | +10.2% | +42.5% | -32.3% | +1.8% |
| 1Y | +42.5% | +45.8% | -3.2% | +30.4% |
| 3Y | +285.7% | +104.7% | +181.1% | +208.1% |
| All | +285.7% | +101.9% | +183.9% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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