+45.4%
GDXJ vs TT
+2,391.1%
-2,345.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.0% |
| 7D | +0.3% | +3.5% | -3.2% | -1.0% |
| 30D | -7.4% | -11.0% | +3.6% | -3.6% |
| 3M | -11.9% | -12.0% | +0.1% | -7.9% |
| 6M | -19.3% | -10.4% | -8.9% | -16.2% |
| YTD | -8.1% | +9.9% | -18.1% | -10.8% |
| 1Y | +9.1% | +1.5% | +7.6% | +8.7% |
| 3Y | +236.2% | +93.7% | +142.5% | +165.7% |
| 5Y | +136.3% | +139.2% | -2.9% | +70.3% |
| 10Y | +256.9% | +741.5% | -484.6% | +57.2% |
| All | +45.4% | +2,391.1% | -2,345.6% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling