+43.1%
TJX vs GDXJ
+285.5%
-242.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -4.6% | -2.8% | -1.8% | -4.5% |
| 30D | -17.2% | +5.0% | -22.1% | -17.3% |
| 3M | -24.9% | +24.1% | -49.0% | -25.6% |
| 6M | -19.7% | -7.4% | -12.3% | -19.4% |
| YTD | -17.2% | +10.2% | -27.4% | -18.2% |
| 1Y | -9.4% | +42.5% | -52.0% | -12.5% |
| 3Y | +43.1% | +285.7% | -242.6% | +25.2% |
| All | +43.1% | +285.5% | -242.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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