+357.5%
GDXJ vs TSLQ
-97.3%
+454.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.4% |
| 7D | +0.9% | -8.0% | +8.9% | +0.4% |
| 30D | +8.8% | -23.8% | +32.6% | +7.0% |
| 3M | +29.8% | -7.0% | +36.9% | +31.0% |
| 6M | -5.8% | -17.1% | +11.3% | -4.6% |
| YTD | +13.6% | +0.1% | +13.5% | +16.5% |
| 1Y | +54.5% | -51.2% | +105.7% | +54.5% |
| 3Y | +301.4% | -95.9% | +397.3% | +270.9% |
| All | +357.5% | -97.3% | +454.8% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling