+77.5%
GDXJ vs TSN
+473.9%
-396.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.5% |
| 7D | +4.3% | -5.0% | +9.4% | +5.3% |
| 30D | +8.4% | -9.1% | +17.5% | +10.5% |
| 3M | +25.5% | -7.4% | +32.9% | +27.2% |
| 6M | -6.3% | -13.4% | +7.0% | -4.0% |
| YTD | +12.1% | -8.5% | +20.6% | +13.6% |
| 1Y | +51.1% | -3.2% | +54.2% | +51.1% |
| 3Y | +296.1% | +11.5% | +284.6% | +280.5% |
| 5Y | +228.1% | -19.5% | +247.6% | +234.8% |
| 10Y | +211.8% | -9.1% | +220.9% | +198.3% |
| All | +77.5% | +473.9% | -396.5% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling