+343.9%
GDXJ vs TSLQ
-97.2%
+441.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | -2.8% | -6.6% | +3.8% | -3.3% |
| 30D | +5.0% | -24.3% | +29.3% | +3.1% |
| 3M | +24.1% | -3.6% | +27.7% | +25.4% |
| 6M | -7.4% | -12.0% | +4.6% | -5.8% |
| YTD | +10.2% | +1.4% | +8.8% | +13.1% |
| 1Y | +42.5% | -43.6% | +86.1% | +43.5% |
| 3Y | +285.7% | -95.4% | +381.1% | +259.7% |
| All | +343.9% | -97.2% | +441.1% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling