+220.4%
GDXJ vs TTMI
+830.4%
-610.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.3% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | +5.0% | -8.4% | +13.4% | +6.4% |
| 3M | +24.1% | -32.5% | +56.5% | +32.6% |
| 6M | -7.4% | +32.5% | -39.8% | -15.8% |
| YTD | +10.2% | +83.2% | -73.0% | -7.9% |
| 1Y | +42.5% | +161.7% | -119.1% | +8.8% |
| 3Y | +285.7% | +890.1% | -604.4% | +94.8% |
| All | +220.4% | +830.4% | -610.0% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling