+49.9%
GDXJ vs TYL
+2,033.7%
-1,983.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.3% |
| 7D | +13.4% | +6.7% | +6.8% | +12.0% |
| 30D | -1.3% | +26.5% | -27.8% | -6.4% |
| 3M | -1.5% | +37.3% | -38.8% | -8.6% |
| 6M | -12.2% | +31.2% | -43.4% | -18.6% |
| YTD | -5.3% | -7.4% | +2.0% | -5.3% |
| 1Y | +22.0% | -9.6% | +31.6% | +22.6% |
| 3Y | +224.9% | +1.9% | +223.0% | +212.0% |
| 5Y | +160.6% | -21.1% | +181.7% | +160.0% |
| 10Y | +203.0% | +171.8% | +31.2% | +127.1% |
| All | +49.9% | +2,033.7% | -1,983.8% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling