+25.8%
TMO vs GDXJ
+58.9%
-33.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -1.4% | +0.2% | -1.5% | -1.4% |
| 30D | +6.2% | +17.9% | -11.6% | +4.5% |
| 3M | +27.5% | +15.3% | +12.2% | +25.6% |
| 6M | +20.0% | -9.4% | +29.4% | +20.8% |
| YTD | +6.1% | +13.4% | -7.3% | +6.3% |
| 1Y | +25.8% | +59.7% | -33.8% | +25.3% |
| All | +25.8% | +58.9% | -33.1% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling