+228.4%
GDXJ vs TSN
-18.6%
+247.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.3% |
| 7D | -6.2% | +1.4% | -7.6% | -6.5% |
| 30D | +4.6% | -6.2% | +10.8% | +6.0% |
| 3M | +31.3% | -5.7% | +36.9% | +32.5% |
| 6M | -10.7% | -11.4% | +0.7% | -8.8% |
| YTD | +9.1% | -8.2% | +17.2% | +10.5% |
| 1Y | +44.1% | -2.0% | +46.1% | +43.6% |
| 3Y | +285.4% | +11.9% | +273.5% | +263.3% |
| 5Y | +228.4% | -17.8% | +246.1% | +255.1% |
| All | +228.4% | -18.6% | +247.0% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling