+233.2%
GDXJ vs TT
+737.0%
-503.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | -4.9% | +8.1% | -13.0% | -7.2% |
| 30D | -10.0% | -11.3% | +1.3% | -6.6% |
| 3M | -16.6% | -11.2% | -5.4% | -13.6% |
| 6M | -23.3% | -8.9% | -14.4% | -21.1% |
| YTD | -12.4% | +9.7% | -22.2% | -14.2% |
| 1Y | +0.5% | +1.3% | -0.8% | +0.5% |
| 3Y | +220.5% | +93.4% | +127.1% | +165.9% |
| 5Y | +124.7% | +133.5% | -8.8% | +73.7% |
| All | +233.2% | +737.0% | -503.8% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling