-19.3%
GDXJ vs TYL
+34.7%
-54.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.5% |
| 7D | +0.3% | +0.5% | -0.3% | +0.4% |
| 30D | -7.4% | +25.2% | -32.6% | -2.8% |
| 3M | -11.9% | +31.8% | -43.6% | -5.7% |
| 6M | -19.3% | +36.3% | -55.6% | -13.7% |
| All | -19.3% | +34.7% | -54.0% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling