+281.7%
GDXJ vs TTMI
+844.7%
-563.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.7% |
| 7D | -6.2% | +6.0% | -12.2% | -7.3% |
| 30D | +4.6% | -6.4% | +11.1% | +5.4% |
| 3M | +31.3% | -28.9% | +60.2% | +37.3% |
| 6M | -10.7% | +26.9% | -37.6% | -16.4% |
| YTD | +9.1% | +77.3% | -68.2% | -3.8% |
| 1Y | +44.1% | +147.5% | -103.4% | +20.4% |
| All | +281.7% | +844.7% | -563.0% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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