+72.7%
GDXJ vs TTMI
+971.3%
-898.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.7% |
| 7D | -6.2% | +6.0% | -12.2% | -7.5% |
| 30D | +4.6% | -6.4% | +11.1% | +5.5% |
| 3M | +31.3% | -28.9% | +60.2% | +38.4% |
| 6M | -10.7% | +26.9% | -37.6% | -17.6% |
| YTD | +9.1% | +77.3% | -68.2% | -7.5% |
| 1Y | +44.1% | +147.5% | -103.4% | +12.7% |
| 3Y | +285.4% | +847.6% | -562.2% | +115.5% |
| 5Y | +228.4% | +802.2% | -573.8% | +81.9% |
| 10Y | +226.5% | +1,076.3% | -849.8% | +58.1% |
| All | +72.7% | +971.3% | -898.6% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling