+285.7%
GDXJ vs TSN
+13.0%
+272.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -2.8% | +3.0% | -5.8% | -3.3% |
| 30D | +5.0% | -4.2% | +9.1% | +5.6% |
| 3M | +24.1% | -3.9% | +28.0% | +24.6% |
| 6M | -7.4% | -9.8% | +2.5% | -6.1% |
| YTD | +10.2% | -7.3% | +17.5% | +11.3% |
| 1Y | +42.5% | -2.2% | +44.7% | +42.4% |
| 3Y | +285.7% | +11.9% | +273.8% | +253.0% |
| All | +285.7% | +13.0% | +272.8% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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