-51.9%
TSLL vs GDXJ
+289.2%
-341.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.0% | +8.4% |
| 7D | +5.8% | +4.3% | +1.5% | +4.1% |
| 30D | +21.7% | +8.4% | +13.3% | +17.8% |
| 3M | -28.2% | +25.5% | -53.7% | -34.6% |
| 6M | -29.5% | -6.3% | -23.1% | -28.2% |
| YTD | -47.5% | +12.1% | -59.6% | -50.6% |
| 1Y | -20.8% | +51.1% | -71.8% | -33.1% |
| 3Y | -26.7% | +296.1% | -322.8% | -56.0% |
| All | -51.9% | +289.2% | -341.2% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling