+296.1%
GDXJ vs TT
+121.9%
+174.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +4.3% | +1.6% | +2.7% | +3.7% |
| 30D | +8.4% | -7.3% | +15.7% | +11.5% |
| 3M | +25.5% | -2.6% | +28.1% | +26.5% |
| 6M | -6.3% | +5.9% | -12.2% | -7.9% |
| YTD | +12.1% | +15.4% | -3.3% | +8.6% |
| 1Y | +51.1% | +8.2% | +42.8% | +48.7% |
| 3Y | +296.1% | +122.7% | +173.4% | +237.2% |
| All | +296.1% | +121.9% | +174.2% | +237.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling