+301.1%
GDXJ vs TYL
-6.4%
+307.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.2% |
| 7D | +0.2% | -3.7% | +3.9% | +0.5% |
| 30D | +17.9% | +18.7% | -0.9% | +16.3% |
| 3M | +15.3% | +18.1% | -2.8% | +13.4% |
| 6M | -9.4% | -1.1% | -8.3% | -8.4% |
| YTD | +13.4% | -19.8% | +33.2% | +17.8% |
| 1Y | +59.7% | -34.3% | +94.0% | +72.0% |
| All | +301.1% | -6.4% | +307.5% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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