+47.9%
GDXJ vs TYL
+2,039.3%
-1,991.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | +11.8% | +4.3% | +7.5% | +10.8% |
| 30D | -7.1% | +28.0% | -35.1% | -12.2% |
| 3M | -10.5% | +32.3% | -42.8% | -16.3% |
| 6M | -15.5% | +29.9% | -45.4% | -21.4% |
| YTD | -6.6% | -7.1% | +0.5% | -6.7% |
| 1Y | +11.3% | -9.2% | +20.6% | +11.7% |
| 3Y | +242.0% | +0.7% | +241.3% | +229.4% |
| 5Y | +147.7% | -21.1% | +168.7% | +147.0% |
| 10Y | +233.7% | +180.8% | +52.9% | +148.1% |
| All | +47.9% | +2,039.3% | -1,991.4% | -56.9% |
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