+239.3%
GDXJ vs TT
+94.5%
+144.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.1% |
| 7D | +0.3% | +3.5% | -3.2% | -1.3% |
| 30D | -7.4% | -11.0% | +3.6% | -2.7% |
| 3M | -11.9% | -12.0% | +0.1% | -7.0% |
| 6M | -19.3% | -10.4% | -8.9% | -15.6% |
| YTD | -8.1% | +9.9% | -18.1% | -9.5% |
| 1Y | +9.1% | +1.5% | +7.6% | +10.0% |
| All | +239.3% | +94.5% | +144.8% | +175.8% |
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